get.parameters

kernelList

free.parameters

not.missing

<p>boolean indicating if kernel should be computed</p>

compute.kernel

<p>internal function to compute model parameters</p>

To fit the kernel semi-parametric model and its extensions. It allows multiple kernels and unlimited interactions in the same model. Coefficients are estimated by maximizing a penalized log-likelihood; penalization terms and hyperparameters are estimated by minimizing leave-one-out error. It includes predictions with confidence/prediction intervals, statistical tests for the significance of each kernel, a procedure for variable selection and graphical tools for diagnostics and interpretation of covariate effects. Currently it is implemented for continuous dependent variables. The package is based on the paper of Liu et al. (2007), <doi:10.1111/j.1541-0420.2007.00799.x>.

Catherine Schramm

KSPM

Kernel Semi-Parametric Models

Aurelie Labbe

Celia M. T. Greenwood

get.parameters function

compute Kernel Semi Parametric model parameters — get.parameters

compute Kernel Semi Parametric model parameters

get.parameters: compute Kernel Semi Parametric model parameters

Description

Usage

Arguments