search.parameters

kernelList

not.missing

compute.kernel

controlKspm

<p>internal function to optimize model for estimating hyperparameters</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

search.parameters function

Optimisation to cumpute hyperparameter in Kernel Semi Parametric model — search.parameters

Optimisation to cumpute hyperparameter in Kernel Semi Parametric model

search.parameters: Optimisation to cumpute hyperparameter in Kernel Semi Parametric model

Description

Usage

Arguments