KSPM0.2.1 package

Kernel Semi-Parametric Models

case.names.kspm

Case names of fitted models

coef.kspm

Extract Model Coefficients

confint.kspm

Confidence interavls for linear part of model parameters

cooks.distance.kspm

Cook's distance for a Kernel Semi Parametric Model Fit

derivatives

Computing kernel function derivatives

deviance.kspm

Model deviance

extractAIC.kspm

Extract AIC from a Kernel Semi Parametric Model

fitted.kspm

Extract Model Fitted values

flexible.summary

Summarizing Kernel Semi parametric Model Fits with flexible parameters...

get.parameters

compute Kernel Semi Parametric model parameters

hypercoef

Extract Model Hyper-parameter

info.kspm

Giving information about Kernel Semi parametric Model Fits

kernel.function

Kernel Functions

kernel.list

List of kernel parts included in the kernel semi parametric model

kernel.matrix

Kernel matrix

kernel.method

some internal methods in computation of kernel semi parametric model

Kernel

Create a Kernel Object

kspm

Fitting Kernel Semi Parametric model

kspmControl

Control various aspects of the optimisation problem

logLik.kspm

Log Likelihood of a kspm Object

lossFunction.looe

Computation of the leave one out error (LOOE) in kernel semi parametri...

nobs.kspm

Extract the number of observations from a Kernel Semi parametric Model...

plot.derivatives

Plot derivatives of a kspm object

plot.kspm

Plot Diagnostics for a kspm Object

predict.kspm

Predicting Kernel Semi parametric Model Fits

print.kspm

Print results from a Kernel Semi parametric Model Fit

residuals.kspm

Extract residuals from a Kernel Semi Parametric Model

rstandard.kspm

Standardized residuals for Kernel Semi parametric Model Fits

search.parameters

Optimisation to cumpute hyperparameter in Kernel Semi Parametric model

sigma.kspm

Extract residuals standard deviation

stepKSPM

Choose a model by AIC or BIC in a Stepwise Algorithm

summary.kspm

Summarizing Kernel Semi parametric Model Fits

test.function

Score Tests for kernel part in kernel semi parametric model

variable.names.kspm

Variable names of fitted models

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), <doi:10.1111/j.1541-0420.2007.00799.x>.

  • Maintainer: Catherine Schramm
  • License: GPL-3
  • Last published: 2020-08-10