KSPM

Kernel Semi-Parametric Models

CRAN Package

To fit the kernel semi-parametric model and its extensions. It allows multiple kernels and unlimited interactions in the same model. Coefficients are estimated by maximizing a penalized log-likelihood; penalization terms and hyperparameters are estimated by minimizing leave-one-out error. It includes predictions with confidence/prediction intervals, statistical tests for the significance of each kernel, a procedure for variable selection and graphical tools for diagnostics and interpretation of covariate effects. Currently it is implemented for continuous dependent variables. The package is based on the paper of Liu et al. (2007), .

  • Version0.2.1
  • R version≥ 3.5.0
  • LicenseGPL-3
  • Needs compilation?No
  • Last release08/10/2020

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  • Depends1 package
  • Imports3 packages
  • Suggests3 packages