norm_RKHS: Get function norm for regression models in a RKHS

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

Get function norm for regression models in a RKHS

Usage

norm_RKHS(K_D = NA, dat_ref = NA, model, kern_fun)

Arguments

K_D	kernel function applied to the reference data, in order to obtain a regularization matrix.
dat_ref	(optional) used to calculate K_D, if not specified.
model	model vector for which to calculate the norm.
kern_fun	(optional) used to calculate K_D, if not specified.

Value

norm of model with respect to the regularization matrix K_D. This can be used in defining a model class, i.e., as the set of all models will norm less than that of a reference model.

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