psvr - Percentage-Error Support Vector Regression
Implements four support vector regression (SVR) models
derived from a unified mathematical framework for
percentage-error loss functions: epsilon-SVR minimizing the
mean absolute percentage error (MAPE), its symmetric kernel
extension, least-squares SVR (LS-SVR) minimizing the root mean
square percentage error (RMSPE), and its symmetric counterpart.
All models require strictly positive targets. The epsilon-SVR
models are solved via a built-in sequential minimal
optimization (SMO) algorithm (with 'osqp' available as an
optional alternative backend) and the LS-SVR models via a
linear system (base R). See Benavides-Herrera et al. (2026)
<doi:10.3390/math14101679> for the mathematical derivations.