kernel_pc_boosting {KBoost}R Documentation

Function to perform Kernel Principal Component Boosting

Description

Function to perform Kernel Principal Component Boosting

Usage

kernel_pc_boosting(X, Y, g, v, ite, thr)

Arguments

X

A matrix with the explanatory variables.

Y

a matrix with the variable to predict.

g

a positive number with the width parameter for the RBF Kernel.

v

a number between 0 and 1 that corresponds to the shrinkage parameter.

ite

an integer with the number of iterations.

thr

a threshold to discard Kernel principal components whose eigenvalue

Value

function an sum of squared errors.

Examples

data(D4_multi_1)
Y = scale(matrix(D4_multi_1[,91],100,1))
X = scale(D4_multi_1[,-91])
res = kernel_pc_boosting(X,Y, g= 40, v = 0.5, ite = 3, thr = 1e-10)

[Package KBoost version 1.2.0 Index]