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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sketching.pdf |sketching.html✨
sketching/json (API)
NEWS

# 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:

On CRAN:

Conda:

heteroskedasticityregressionsubspace-embeddingcpp

4.54 score 7 stars 7 scripts 170 downloads 3 exports 20 dependencies

Last updated 3 years agofrom:c5eedc482c. Checks:12 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 18 2025
R-4.5-win-x86_64OKMar 18 2025
R-4.5-mac-x86_64OKMar 18 2025
R-4.5-mac-aarch64OKMar 18 2025
R-4.5-linux-x86_64OKMar 18 2025
R-4.4-win-x86_64OKMar 18 2025
R-4.4-mac-x86_64OKMar 18 2025
R-4.4-mac-aarch64OKMar 18 2025
R-4.4-linux-x86_64OKMar 18 2025
R-4.3-win-x86_64OKMar 18 2025
R-4.3-mac-x86_64OKMar 18 2025
R-4.3-mac-aarch64OKMar 18 2025

Exports:simulation_dgpsketchsketch_leverage

Dependencies:apeclicpp11digestfastmatchgenericsglueigraphlatticelifecyclemagrittrMASSMatrixnlmephangornpkgconfigquadprogRcpprlangvctrs

sketching: An R Vignette

Sokbae Lee and Serena Ng

Rendered fromsketching_vignette.Rmdusingknitr::rmarkdownon Mar 18 2025.

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