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Kernel regularized least squares, also known as kernel ridge regression, is a flexible machine learning method. This package implements this method by providing a smooth term for use with 'mgcv' and uses random sketching to facilitate scalable estimation on large datasets. It provides additional functions for calculating marginal effects after estimation and for use with ensembles ('SuperLearning'), double/debiased machine learning ('DoubleML'), and robust/clustered standard errors ('sandwich'). Chang and Goplerud (2024) <doi:10.1017/pan.2023.27> provide further details.
| Version: | 1.0.4 |
| Depends: | mgcv, sandwich (≥ 2.4.0) |
| Imports: | Rcpp (≥ 1.0.6), Matrix, mlr3, R6 |
| LinkingTo: | Rcpp, RcppEigen |
| Suggests: | SuperLearner, mlr3misc, DoubleML, testthat |
| Published: | 2024-11-07 |
| DOI: | 10.32614/CRAN.package.gKRLS |
| Author: | Qing Chang [aut], Max Goplerud [aut, cre] |
| Maintainer: | Max Goplerud <mgoplerud at austin.utexas.edu> |
| BugReports: | https://github.com/mgoplerud/gKRLS/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/mgoplerud/gKRLS |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | README NEWS |
| In views: | MachineLearning |
| CRAN checks: | gKRLS results |
| Reference manual: | gKRLS.pdf |
| Package source: | gKRLS_1.0.4.tar.gz |
| Windows binaries: | r-devel: gKRLS_1.0.4.zip, r-release: gKRLS_1.0.4.zip, r-oldrel: gKRLS_1.0.4.zip |
| macOS binaries: | r-release (arm64): gKRLS_1.0.4.tgz, r-oldrel (arm64): gKRLS_1.0.4.tgz, r-release (x86_64): gKRLS_1.0.4.tgz, r-oldrel (x86_64): gKRLS_1.0.4.tgz |
| Old sources: | gKRLS archive |
| Reverse suggests: | vglmer |
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