sketching

Sketching of Data via Random Subspace Embeddings

CRAN Package

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.

  • Version0.1.2
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release09/07/2022

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  • Imports3 packages
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