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CRAN: Package gKRLS

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.

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 Documentation: Downloads: Reverse dependencies: Linking:

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