gKRLS
Generalized Kernel Regularized Least Squares
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.4 |
rolling source/ R- | gKRLS_1.0.4.tar.gz |
63.4 KiB |
1.0.4 |
rolling linux/jammy R-4.5 | gKRLS_1.0.4.tar.gz |
300.4 KiB |
1.0.4 |
rolling linux/noble R-4.5 | gKRLS_1.0.4.tar.gz |
302.7 KiB |
1.0.4 |
latest source/ R- | gKRLS_1.0.4.tar.gz |
63.4 KiB |
1.0.4 |
latest linux/jammy R-4.5 | gKRLS_1.0.4.tar.gz |
300.4 KiB |
1.0.4 |
latest linux/noble R-4.5 | gKRLS_1.0.4.tar.gz |
302.7 KiB |
1.0.4 |
2026-04-23 source/ R- | gKRLS_1.0.4.tar.gz |
63.4 KiB |
1.0.4 |
2026-04-09 windows/windows R-4.5 | gKRLS_1.0.4.zip |
621.1 KiB |
1.0.4 |
2025-04-20 source/ R- | gKRLS_1.0.4.tar.gz |
63.4 KiB |