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CVEK (version 0.1-2)

Cross-Validated Kernel Ensemble

Description

Implementation of Cross-Validated Kernel Ensemble (CVEK), a flexible modeling framework for robust nonlinear regression and hypothesis testing based on ensemble learning with kernel-ridge estimators (Jeremiah et al. (2017) and Wenying et al. (2018) ). It allows user to conduct nonlinear regression with minimal assumption on the function form by aggregating nonlinear models generated from a diverse collection of kernel families. It also provides utilities to test for the estimated nonlinear effect under this ensemble estimator, using either the asymptotic or the bootstrap version of a generalized score test.

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Version

Install

install.packages('CVEK')

Monthly Downloads

67

Version

0.1-2

License

GPL-2

Maintainer

Wenying Deng

Last Published

December 18th, 2020

Functions in CVEK (0.1-2)

ensemble_avg

Estimating Ensemble Kernel Matrices Using AVG
cvek

Conducting Cross-validated Kernel Ensemble
compute_info

Computing Information Matrices
ensemble_stack

Estimating Ensemble Kernel Matrices Using Stack
define_library

Defining Kernel Library
ensemble_exp

Estimating Ensemble Kernel Matrices Using EXP
ensemble

Estimating Ensemble Kernel Matrices
cvek_test

Conduct Hypothesis Testing
compute_stat

Computing Score Test Statistics.
ensemble_kernel_matrix

Calculating Ensemble Kernel Matrix
kernel_matern

Generating A Single Matrix-wise Function Using Matern
kernel_nn

Generating A Single Matrix-wise Function Using Neural Network
estimate_base

Estimating Projection Matrices
parse_kernel_terms

Compute Kernel Matrix
estimate_sigma2

Estimating Noise
estimation

Conducting Gaussian Process Regression
parse_kernel_variable

Create Kernel Matrix
tuning_BIC

Calculating Tuning Parameters Using BIC
tuning_GCV

Calculating Tuning Parameters Using GCV
predict.cvek

Predicting New Response
square_dist

Computing Square Distance between Two Sets of Variables
tuning_loocv

Calculating Tuning Parameters Using looCV
generate_kernel

Generating A Single Kernel
tuning_AIC

Calculating Tuning Parameters Using AIC
euc_dist

Computing Euclidean Distance between Two Vectors (Matrices)
tuning_AICc

Calculating Tuning Parameters Using AICc
estimate_ridge

Estimating a Single Model
kernel_rbf

Generating A Single Matrix-wise Function Using RBF
test_asymp

Conducting Score Tests for Interaction Using Asymptotic Test
standardize

Standardizing Matrix
parse_cvek_formula

Parsing User-supplied Formula
test_boot

Conducting Score Tests for Interaction Using Bootstrap Test
tuning_gmpml

Calculating Tuning Parameters Using GMPML
tuning_GCVc

Calculating Tuning Parameters Using GCVc
tuning

Calculating Tuning Parameters
kernel_rational

Generating A Single Matrix-wise Function Using Rational Quadratic
kernel_linear

Generating A Single Matrix-wise Function Using Linear
kernel_polynomial

Generating A Single Matrix-wise Function Using Polynomial
kernel_intercept

Generating A Single Matrix-wise Function Using Intercept