Description Usage Arguments Details Value Author(s) References See Also

Internal function that computes choice coefficients for KRLS given a fixed value for lambda (the parameter that governs the tradeoff between model fit and complexity in KRLS).
This function is called internally by `krls`

. It would normally not be called by the user directly.

1 2 |

`y` |
n by 1 matrix of outcomes. |

`Eigenobject` |
Object from call to |

`lambda` |
Positive scalar value for lamnbda parameter. |

`eigtrunc` |
Positive scalar value that determines truncation of eigenvalues for lamnda search window. See |

Function relies on fast eigenvalue decomposition method described in method Rifkin and Lippert (2007).

`coeffs ` |
n by 1 one matrix of choice coefficients for KRLS model. |

`Le ` |
n by 1 matrix of errors from leave-one-out validation. |

Jens Hainmueller (Stanford) and Chad Hazlett (MIT)

Rifkin, Ryan M. and Lippert, Ross A. (2007). Notes on Regularized Least Squares. MIT-CSAIL-TR-2007-025. CBCL-268

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