Mahalanobis support added.

rdrr1990 / bigKRLS

Now on CRAN, bigKRLS combines bigmemory & RcppArmadillo (C++) for speed into a new Kernel Regularized Least Squares algorithm. Slides:

https://sites.google.com/site/petemohanty/software

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Mahalanobis support added. #23

Closed rbshaffer closed 6 years ago

rbshaffer commented 6 years ago

Simple Mahalanobis kernel support added. Only model fit and prediction currently supported, and derivative estimation is disabled if a Mahalanobis kernel is requested.