Given are two 2-d sets, each with its own bivariate normal distribution. I need to build an SVM classifier. The a priori probabilities of each class corresponds to the size of its set (20/50 for the first and 30/50 for the second one). I am quite confused about the way to implement the knowledge about set structure and a priori probability of classes. Any ideas appreciated.
(If your idea is supported by some R packages it would be very nice.)