Package: KSPM 0.2.1

KSPM: Kernel Semi-Parametric 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>.

Authors:Catherine Schramm [aut, cre], Aurelie Labbe [ctb], Celia M. T. Greenwood [ctb]

KSPM_0.2.1.tar.gz
KSPM_0.2.1.zip(r-4.5)KSPM_0.2.1.zip(r-4.4)KSPM_0.2.1.zip(r-4.3)
KSPM_0.2.1.tgz(r-4.4-any)KSPM_0.2.1.tgz(r-4.3-any)
KSPM_0.2.1.tar.gz(r-4.5-noble)KSPM_0.2.1.tar.gz(r-4.4-noble)
KSPM_0.2.1.tgz(r-4.4-emscripten)KSPM_0.2.1.tgz(r-4.3-emscripten)
KSPM.pdf |KSPM.html✨
KSPM/json (API)

# Install 'KSPM' in R:
install.packages('KSPM', repos = c('https://catherineschramm.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Datasets:
  • csm - Conventional and Social media features of 187 movies.
  • energy - Energy consumption measuring hourly during 22 days

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

48 exports 0.36 score 5 dependencies 1 mentions 18 scripts 157 downloads

Last updated 4 years agofrom:8a6566f83e. Checks:OK: 7. Indexed: yes.

TargetResultDate
Doc / VignettesOKAug 26 2024
R-4.5-winOKAug 26 2024
R-4.5-linuxOKAug 26 2024
R-4.4-winOKAug 26 2024
R-4.4-macOKAug 26 2024
R-4.3-winOKAug 26 2024
R-4.3-macOKAug 26 2024

Exports:asOneSidedFormulacase.names.kspmcheck.integercoef.kspmcombcomputes.Kernelcomputes.Kernel.interactioncomputes.KernelALLconfint.kspmcooks.distance.kspmderivativesdeviance.kspmextractAIC.kspmfitted.kspmflexible.summaryget.parametershypercoefinfo.kspmKernelkernel.equalitykernel.gaussiankernel.inverse.quadratickernel.linearkernel.listkernel.matrixkernel.polynomialkernel.sigmoidkspmkspmControllogLik.kspmlossFunction.looenobs.kspmobjects.Kernelpredict.kspmprint.kspmprint.summary.kspmrenames.Kernelresiduals.kspmrstandard.kspmsearch.parameterssigma.kspmsplitFormulastepKSPMsummary.kspmtest.1.kerneltest.global.kerneltest.k.kernelvariable.names.kspm

Dependencies:CompQuadFormDEoptimexpmlatticeMatrix

KSPM: an R package for Kernel Semi-Prametric Models

Catherine Schramm, Aurelie Labbe, Celia Greenwood

Rendered fromvignetteKSPM.Rmdusingknitr::rmarkdownon Aug 26 2024.

Last update: 2020-08-10
Started: 2019-10-14

Readme and manuals

Help Manual

Help pageTopics
Case names of fitted modelscase.names.kspm
Extract Model Coefficientscoef.kspm
Confidence interavls for linear part of model parametersconfint.kspm
Cook's distance for a Kernel Semi Parametric Model Fitcooks.distance.kspm
Conventional and Social media features of 187 movies.csm
Computing kernel function derivativesderivatives
Model deviancedeviance.kspm
Energy consumption measuring hourly during 22 daysenergy
Extract AIC from a Kernel Semi Parametric ModelextractAIC.kspm
Extract Model Fitted valuesfitted.kspm
Summarizing Kernel Semi parametric Model Fits with flexible parameters for Davies' approximation methodflexible.summary
compute Kernel Semi Parametric model parametersget.parameters
Extract Model Hyper-parameterhypercoef
Giving information about Kernel Semi parametric Model Fitsinfo.kspm
Create a Kernel ObjectKernel
Kernel Functionskernel.equality kernel.function kernel.gaussian kernel.inverse.quadratic kernel.linear kernel.polynomial kernel.sigmoid
List of kernel parts included in the kernel semi parametric modelkernel.list
Kernel matrixkernel.matrix
some internal methods in computation of kernel semi parametric modelasOneSidedFormula check.integer comb computes.Kernel computes.Kernel.interaction computes.KernelALL kernel.method objects.Kernel renames.Kernel splitFormula
Fitting Kernel Semi Parametric modelkspm
Control various aspects of the optimisation problemkspmControl
Log Likelihood of a kspm ObjectlogLik.kspm
Computation of the leave one out error (LOOE) in kernel semi parametric modellossFunction.looe
Extract the number of observations from a Kernel Semi parametric Model Fitnobs.kspm
Plot derivatives of a kspm objectplot.derivatives
Plot Diagnostics for a kspm Objectplot.kspm
Predicting Kernel Semi parametric Model Fitspredict.kspm
Print results from a Kernel Semi parametric Model Fitprint.kspm print.summary.kspm
Extract residuals from a Kernel Semi Parametric Modelresiduals.kspm
Standardized residuals for Kernel Semi parametric Model Fitsrstandard.kspm
Optimisation to cumpute hyperparameter in Kernel Semi Parametric modelsearch.parameters
Extract residuals standard deviationsigma.kspm
Choose a model by AIC or BIC in a Stepwise AlgorithmstepKSPM
Summarizing Kernel Semi parametric Model Fitssummary.kspm
Score Tests for kernel part in kernel semi parametric modeltest.1.kernel test.function test.global.kernel test.k.kernel
Variable names of fitted modelsvariable.names.kspm