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CVEK (version 0.1-2)

estimate_base: Estimating Projection Matrices

Description

Calculate the estimated projection matrices for every kernels in the kernel library.

Usage

estimate_base(Y, X, K_list, mode, lambda, ...)

Arguments

Y

(matrix, n*1) The vector of response variable.

X

(matrix, n*d_fix) The fixed effect matrix.

K_list

(list of matrices) A nested list of kernel term matrices. The first level corresponds to each base kernel function in kern_func_list, the second level corresponds to each kernel term specified in the formula.

mode

(character) A character string indicating which tuning parameter criteria is to be used.

lambda

(numeric) A numeric string specifying the range of tuning parameter to be chosen. The lower limit of lambda must be above 0.

...

Additional parameters to pass to estimate_ridge.

Value

A_hat

(list of length K) A list of projection matrices for each kernel in the kernel library.

P_K_hat

(list of length K) A list of projection matrices to kernel space for each kernel in the kernel library.

beta_list

(list of length K) A list of fixed effect estimators for each kernel in the kernel library.

alpha_list

(list of length K) A list of kernel effect estimates for each kernel in the kernel library.

kern_term_list

(list of length K) A list of kernel effects for each kernel in the kernel library.

A_proc_list

(list of length K) A list of projection matrices for each kernel in the kernel library.

lambda_list

(list of length K) A list of selected tuning parameters for each kernel in the kernel library.

error_mat

(matrix, n*K) A n\*K matrix indicating errors.

Details

For a given mode, this function returns a list of projection matrices for every kernel in the kernel library and a n*K matrix indicating errors.

References

Jeremiah Zhe Liu and Brent Coull. Robust Hypothesis Test for Nonlinear Effect with Gaussian Processes. October 2017.