This code establishes the numeric convergence of bigKRLS and KRLS estimates.
library(bigKRLS) set.seed(2018) N <- 500 P <- 6 X <- matrix(rnorm(N*P), ncol=P) X[,P] <- ifelse(X[,P] > 0.12345, 1, 0) b <- runif(ncol(X)) y <- X %*% b + rnorm(nrow(X)) KRLS.out <- KRLS::krls(X = X, y = y, print.level = 0, eigtrunc=0.01) bigKRLS.out <- bigKRLS(y, X, instructions = FALSE, eigtrunc=0.01) cor(KRLS.out$coeffs, bigKRLS.out$coeffs) # should be 1 KRLS.out$avgderivatives bigKRLS.out$avgderivatives max(abs(bigKRLS.out$derivatives - KRLS.out$derivatives)) < 0.00000001 sessioninfo::session_info()
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.