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gKRLS

Generalized Kernel Regularized Least Squares

v1.0.4 · Nov 7, 2024 · GPL (>= 2)

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.

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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 (14 non-OK)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.8Mb
  sub-directories of 1Mb or more:
    libs   7.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.8Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb
OK r-oldrel-windows-x86_64

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK r-release-windows-x86_64

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Check History

NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE r-oldrel-macos-arm64

installed package size

  installed size is  7.8Mb
  sub-directories of 1Mb or more:
    libs   7.4Mb
NOTE r-oldrel-macos-x86_64

installed package size

  installed size is  7.8Mb
  sub-directories of 1Mb or more:
    libs   7.5Mb

Reverse Dependencies (1)

suggests

Dependency Network

Dependencies Reverse dependencies mgcv sandwich Rcpp Matrix mlr3 R6 vglmer gKRLS

Version History

new 1.0.4 Mar 10, 2026