estimate_sigma2

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

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

(numeric) The selected tuning parameter based on the
estimated ensemble kernel matrix.

lambda_hat

(vector of length n) Estimated fixed effect of the
response.

y_fixed_hat

(vector of length n) Kernel effect estimators of the
estimated ensemble kernel matrix.

alpha_hat

(matrix, n*n) Estimated ensemble kernel matrix.

K_hat

An implementation of Gaussian processes for estimating noise.

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.

estimate_sigma2: Estimating Noise

Description

Usage

Arguments

Value

References