CRAN/E | sketching

sketching

Sketching of Data via Random Subspace Embeddings

Installation

About

Construct sketches of data via random subspace embeddings. For more details, see the following papers. Lee, S. and Ng, S. (2022). "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," Proceedings of the 39th International Conference on Machine Learning (ICML22), 162:12498-12520. Lee, S. and Ng, S. (2020). "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, 12(1): 45–80.

github.com/sokbae/sketching/
Bug report File report

Key Metrics

Version 0.1.2
R ≥ 4.1.0
Published 2022-09-07 766 days ago
Needs compilation? yes
License GPL-3
CRAN checks sketching results

Downloads

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Maintainer

Maintainer

Sokbae Lee

Authors

Sokbae Lee

aut / cre

Serena Ng

aut

Material

README
NEWS
Reference manual
Package source

Vignettes

sketching: An R Vignette

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

sketching archive

Depends

R ≥ 4.1.0

Imports

stats
MASS
Rcpp ≥ 1.0.7
phangorn ≥ 2.8.1

Suggests

knitr
rmarkdown
testthat ≥ 3.0.0
lmtest ≥ 0.9
ivreg ≥ 0.6
sandwich ≥ 3.0

LinkingTo

Rcpp