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]

sketching_0.1.2.tar.gz
sketching_0.1.2.zip(r-4.7)sketching_0.1.2.zip(r-4.6)sketching_0.1.2.zip(r-4.5)
sketching_0.1.2.tgz(r-4.6-x86_64)sketching_0.1.2.tgz(r-4.6-arm64)sketching_0.1.2.tgz(r-4.5-x86_64)sketching_0.1.2.tgz(r-4.5-arm64)
sketching_0.1.2.tar.gz(r-4.7-arm64)sketching_0.1.2.tar.gz(r-4.7-x86_64)sketching_0.1.2.tar.gz(r-4.6-arm64)sketching_0.1.2.tar.gz(r-4.6-x86_64)
sketching_0.1.2.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
sketching/json (API)

# Install 'sketching' in R:

install.packages('sketching', repos = c('https://sokbae.r-universe.dev', 'https://cloud.r-project.org'))

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

Uses libs:

c++– GNU Standard C++ Library v3

Datasets:

AK - AK

On CRAN:

heteroskedasticity regression subspace-embedding cpp

4.54 score 7 stars 8 scripts 237 downloads 3 exports 20 dependencies

Last updated from:c5eedc482c. Checks:13 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	173
linux-devel-x86_64	OK	155
source / vignettes	OK	249
linux-release-arm64	OK	185
linux-release-x86_64	OK	167
macos-release-arm64	OK	152
macos-release-x86_64	OK	417
macos-oldrel-arm64	OK	166
macos-oldrel-x86_64	OK	359
windows-devel	OK	117
windows-release	OK	127
windows-oldrel	OK	107
wasm-release	OK	130

Exports:simulation_dgp sketch sketch_leverage

Dependencies:ape cli cpp11 digest fastmatch generics glue igraph lattice lifecycle magrittr MASS Matrix nlme phangorn pkgconfig quadprog Rcpp rlang vctrs

sketching: An R Vignette

Rendered fromsketching_vignette.Rmdusingknitr::rmarkdown

Last update: 2022-06-06
Started: 2022-05-26

Citation

Development and contributors

Readme and manuals

Help Manual

Help page	Topics
AK	AK
Simulating observations from the data-generating process considered in Lee and Ng (2022)	simulation_dgp
Sketch	sketch
Sketch using leverage score type sampling	sketch_leverage