CVEK: Cross-Validated Kernel Ensemble
Implementation of Cross-Validated Kernel Ensemble (CVEK),
a flexible modeling framework for robust nonlinear regression and
hypothesis testing based on ensemble learning with kernel-ridge estimators
(Jeremiah et al. (2017) <arXiv:1710.01406> and
Wenying et al. (2018) <arXiv:1811.11025>). It allows user to conduct
nonlinear regression with minimal assumption on the function form by
aggregating nonlinear models generated from a diverse collection of kernel
families. It also provides utilities to test for the estimated nonlinear
effect under this ensemble estimator, using either the asymptotic or
the bootstrap version of a generalized score test.
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