Package: sketching 0.1.2

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.

Authors:Sokbae Lee [aut, cre], Serena Ng [aut]

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Bug tracker:https://github.com/sokbae/sketching/issues

On CRAN:

heteroskedasticityregressionsubspace-embedding

3 exports 7 stars 1.26 score 20 dependencies 7 scripts 208 downloads

Last updated 2 years agofrom:c5eedc482c. Checks:OK: 9. Indexed: yes.

Exports:simulation_dgpsketchsketch_leverage

Dependencies:apeclicpp11digestfastmatchgenericsglueigraphlatticelifecyclemagrittrMASSMatrixnlmephangornpkgconfigquadprogRcpprlangvctrs