FastKM: A Fast Multiple-Kernel Method Based on a Low-Rank Approximation
A computationally efficient and statistically rigorous fast Kernel Machine method for multi-kernel analysis. The approach is based on a low-rank approximation to the nuisance effect kernel matrices. The algorithm is applicable to continuous, binary, and survival traits and is implemented using the existing single-kernel analysis software 'SKAT' and 'coxKM'. 'coxKM' can be obtained from http://www.hsph.harvard.edu/xlin/software.html.