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DESCRIPTION
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Package: sketching
Type: Package
Title: Sketching of Data via Random Subspace Embeddings
Version: 0.1.2
Authors@R: c(
person("Sokbae", "Lee", email = "[email protected]", role = c("aut", "cre")),
person("Serena", "Ng", email = "[email protected] ", role = "aut"))
Description: 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.
License: GPL-3
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.2.0
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)
VignetteBuilder: knitr
Depends:
R (>= 4.1.0)
URL: https://github.com/sokbae/sketching/
BugReports: https://github.com/sokbae/sketching/issues
Config/testthat/edition: 3