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This is the github repo for the xnet package in R. The package implements two-step kernel ridge regression, and a set of crossvalidation methods described by Michiel Stock et al. ( https://doi.org/10.1093/bib/bby095 )
Please note this is work in progress. All suggestions/issues/feature requests are welcomed.
The package can be installed in R using the following code:
remotes::install_github("CenterForStatistics-UGent/xnet")
To install the dev version, use:
remotes::install_github("CenterForStatistics-UGent/xnet", ref = "devel")