ensemble_kernel_matrix

(matrix) Ensemble projection matrix.

A_est

(numeric) Threshold to truncate the kernel matrix.

eig_thres

Calculating ensemble kernel matrix and truncating those columns whose
eigenvalues are smaller than the given threshold.

internal

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) <arXiv:1710.01406> and
Wenying et al. (2018) <arXiv:1811.11025>). 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.

ensemble_kernel_matrix: Calculating Ensemble Kernel Matrix

Description

Usage

Arguments

Value

Details