sketching: Sketching of Data via Random Subspace Embeddings
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.
| Version: |
0.1.2 |
| Depends: |
R (≥ 4.1.0) |
| Imports: |
stats, MASS, Rcpp (≥ 1.0.7), phangorn (≥ 2.8.1) |
| LinkingTo: |
Rcpp |
| Suggests: |
knitr, rmarkdown, testthat (≥ 3.0.0), lmtest (≥ 0.9), ivreg (≥ 0.6), sandwich (≥ 3.0) |
| Published: |
2022-09-07 |
| DOI: |
10.32614/CRAN.package.sketching |
| Author: |
Sokbae Lee [aut, cre],
Serena Ng [aut] |
| Maintainer: |
Sokbae Lee <sl3841 at columbia.edu> |
| BugReports: |
https://github.com/sokbae/sketching/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/sokbae/sketching/ |
| NeedsCompilation: |
yes |
| Materials: |
README NEWS |
| CRAN checks: |
sketching results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=sketching
to link to this page.