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Nonlinear extensions #1
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pblieske
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I have added the simulations for the nonlinear extension of DecoR and the real world data example with the ozone dataset.
For this, I didn't change the robust regression algorithms nor DecoR, but added the function get_funcbasis to the utils.py file, which returns the design matrix for the expansion in the first L basis vectors. After replacing x with this design matrix in the nonlinear case, one can run DecoR as before to obtain the coefficients d_l.