rkhs2iv.RKHS2IV

class rkhs2iv.RKHS2IV(kernel='rbf', gamma=2, degree=3, coef0=1, delta_scale='auto', delta_exp='auto', kernel_params=None)[source]

Nested RKHS IV estimator.

Note

This class is an alternate simultaneous variant. The Appendix J / Algorithm 2 closed-form implementation target is RKHS2IVL2.

Parameters

  • kernel (str or callable) – Kernel function or string identifier.

  • gamma (str or float) – Length scale for the kernel.

  • degree (int) – Degree for polynomial kernels.

  • coef0 (float) – Zero coefficient for polynomial kernels.

  • delta_scale (str or float) – Scale of the critical radius.

  • delta_exp (str or float) – Exponent of the critical radius.

  • kernel_params (dict) – Additional parameters for the kernel.