KERE (version 1.0.0)

Expectile Regression in Reproducing Kernel Hilbert Space

Description

An efficient algorithm inspired by majorization-minimization principle for solving the entire solution path of a flexible nonparametric expectile regression estimator constructed in a reproducing kernel Hilbert space.

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Version

Install

install.packages('KERE')

Monthly Downloads

110

Version

1.0.0

License

GPL-2

Maintainer

Yi Yang

Last Published

August 27th, 2015

Functions in KERE (1.0.0)

as.kernelMatrix

Assing kernelMatrix class to matrix objects

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Kernel Functions

cv.KERE

Cross-validation for KERE

kernel-class

Class "kernel" "rbfkernel" "polykernel", "tanhkernel", "vanillakernel"

plot.KERE

Plot coefficients from a "KERE" object

predict.KERE

make predictions from a "KERE" object.

KERE

Fits the regularization paths for the kernel expectile regression.

kernelMatrix

Kernel Matrix functions