Kernel Ridge Regression using 'RcppArmadillo'
Overview
Provides core computational operations in C++ via 'RcppArmadillo', enabling faster performance than pure R, improved numerical stability, and parallel execution with OpenMP where available. On systems without OpenMP support, the package automatically falls back to single-threaded execution with no user configuration required. For efficient model selection, it integrates with 'CVST' to provide sequential-testing cross-validation and additionally supports restricted maximum likelihood (REML) for continuous optimization of the regularization parameter. The package offers a unified interface for exact kernel ridge regression and three scalable approximations—Nyström, Pivoted Cholesky, and Random Fourier Features—allowing analyses with substantially larger sample sizes than are feasible with exact KRR. It also integrates with the 'tidymodels' ecosystem via the 'parsnip' model specification 'krr_reg', and the S3 method tunable.krr_reg(). To understand the theoretical background, one can refer to Wainwright (2019) doi:10.1017/9781108627771.
Install
Health
- OK13 OK2026-08-05
- NOTE12 OK, 1 NOTE2026-08-01
- OK13 OK2026-07-25
- NOTE12 OK, 1 NOTE2026-07-11
- OK13 OK2026-06-09
Show 4 earlier changesHide 4 earlier changes
- ERROR12 OK, 1 ERROR2026-06-08
- OK14 OK2026-04-22
- ERROR13 OK, 1 ERROR2026-04-18
- OK14 OK2026-03-10
Documentation
- Help pages
- 16 (2 internal)includes a package overview page
- Examples that run
- 83%10 run in a plain check · 2 only when donttest examples are enabled (R CMD check --as-cran)
- Exported functions with examples
- 71%
- Documented parameters
- 86%
- Return-value docs
- 86%
- Help pages citing references
- 0%
Downloads
Repository
- PRs merged (all time)
- 89%
- Median days to close, 50 most recently updated closed issues
- not measured
- Median days to close, 50 most recently updated closed PRs
- 0
Stars over time
PRs over time
Commits over time
4 development-tooling and community-health practices detected across 3 families in the upstream repository
Checks run against github.com/kybak90/fastkrr on 2026-10-11.
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- 0.2.1Latest
- RR 4.6.0 released · 2026-04-24
- 0.1.2
- 0.1.1
- 0.1.02025-09-22
- RR 4.5.0 released · 2025-04-11
Package metadata
- First published
- 2025-09-22
- Total releases
- 4 / 1 yrs
- License
- GPL (>= 2) OSI
- Download size
- 143 KB
Cite
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