gKRLS
Generalized Kernel Regularized Least Squares
Description
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.
Downloads
716
Last 30 days
5130th
2.1K
Last 90 days
7.9K
Last year
Trend: -1.8% (30d vs prior 30d)
CRAN Check Status
Show all 14 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
libs 7.4Mb
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
libs 7.5Mb
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
libs 7.4Mb
installed package size
installed size is 7.8Mb
sub-directories of 1Mb or more:
libs 7.5Mb