CV_kernel: Cross validate a kernel-least-squares, or kernel-regression...

In aaronjfisher/mcr: Computes model class reliance, i.e., the most and least that models from a class may rely on variables of interest

Description

Cross validate a kernel-least-squares, or kernel-regression model.

Usage

CV_kernel(y, X, n_folds = min(15, length(y)), type, alpha,
  dat_ref = NA, warn_internal = TRUE, kern_fun, ...)

Arguments

y	outcome vector
X	covariate matrix
n_folds	number of folds for CV
type	either 'RKHS' or 'regression'
alpha	penalization parameter for 'RKHS' (see fit_lm_regularized)
dat_ref	previously observed "reference" matrix of covariates, for 'RKHS'
warn_internal	give warning if no dat_ref is not provided
kern_fun	kernel function used
...	passed to get_suff_stats_kernel, for internal use.

aaronjfisher/mcr documentation built on Jan. 2, 2020, 4:38 p.m.