read/write data in libsvm format

e1071 is off the shelf:

install.packages("e1071")
library(e1071)
read.matrix.csr(...)
write.matrix.csr(...)

Note: it is implemented in R, not in C, so it is dog-slow.

It even have a special vignette Support Vector Machines—the Interface to libsvm in package e1071.

r.vw is bundled with vowpal_wabbit

Note: it is implemented in R, not in C, so it is dog-slow.

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