Internal function that computes choice coefficients for KRLS given a fixed value for lambda (the parameter that governs the tradeoff between model fit and complexity in KRLS).
This function is called internally by krls. It would normally not be called by the user directly.
solveforc(y = NULL, Eigenobject = NULL,
lambda = NULL,eigtrunc=NULL)n by 1 matrix of outcomes.
Object from call to eigen that contains spectral decomposition of the n by n Kernel matrix.
Positive scalar value for lamnbda parameter.
Positive scalar value that determines truncation of eigenvalues for lamnda search window. See krls for details. Default is NULL which means no truncation.
n by 1 one matrix of choice coefficients for KRLS model.
n by 1 matrix of errors from leave-one-out validation.
Function relies on fast eigenvalue decomposition method described in method Rifkin and Lippert (2007).
Rifkin, Ryan M. and Lippert, Ross A. (2007). Notes on Regularized Least Squares. MIT-CSAIL-TR-2007-025. CBCL-268