The R Journal: article published in 2020, volume 12:2

KSPM: A Package For Kernel Semi-Parametric Models
Catherine Schramm, Sébastien Jacquemont, Karim Oualkacha, Aurélie Labbe and Celia M.T. Greenwood , The R Journal (2020) 12:2, pages 189-208.

Abstract Kernel semi-parametric models and their equivalence with linear mixed models provide analysts with the flexibility of machine learning methods and a foundation for inference and tests of hypothesis. These models are not impacted by the number of predictor variables, since the kernel trick transforms them to a kernel matrix whose size only depends on the number of subjects. Hence, methods based on this model are appealing and numerous, however only a few R programs are available and none includes a complete set of features. Here, we present the KSPM package to fit the kernel semi-parametric model and its extensions in a unified framework. KSPM allows multiple kernels and unlimited interactions in the same model. It also includes predictions, statistical tests, variable selection procedure and graphical tools for diagnostics and interpretation of variable effects. Currently KSPM is implemented for continuous dependent variables but could be extended to binary or survival outcomes.

Received: 2020-05-31; online 2021-01-14, supplementary material, (20.3 KiB)
CRAN packages: KSPM, coxme, SKAT, KRLS, e1071, SPA3G, np, mgcv, lme4, nlme, DEoptim, adegenet, CompQuadForm
CRAN Task Views implied by cited CRAN packages: Econometrics, Environmetrics, SocialSciences, Psychometrics, Bayesian, Distributions, OfficialStatistics, SpatioTemporal, ChemPhys, Cluster, Finance, Genetics, MachineLearning, Multivariate, Optimization, Spatial, Survival

This article and supplementary materials are licensed under a Creative Commons Attribution 4.0 International license.

@article{RJ-2021-012,
  author = {Catherine Schramm and Sébastien Jacquemont and Karim
          Oualkacha and Aurélie Labbe and Celia M.T.
          Greenwood},
  title = {{KSPM: A Package For Kernel Semi-Parametric Models}},
  year = {2021},
  journal = {{The R Journal}},
  doi = {10.32614/RJ-2021-012},
  url = {https://doi.org/10.32614/RJ-2021-012},
  pages = {189--208},
  volume = {12},
  number = {2}
}