RaProR: Calculate Sketches using Random Projections to Reduce Large Data Sets

Calculate sketches of a data set reducing the number of observations using random projections. These can be used for Bayesian or frequentist linear regression on large data sets as described in Geppert et. al (2017) <doi:10.1007/s11222-015-9608-z>.

Package details

AuthorLeo N. Geppert [aut, cre, cph], Katja Ickstadt [aut], Alexander Munteanu [aut], Jens Quedenfeld [aut, cph], Ludger Sandig [aut, cph], Christian Sohler [aut]
MaintainerLeo N. Geppert <geppert@statistik.uni-dortmund.de>
LicenseGPL (>= 3)
Version1.1-5
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("RaProR")

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RaProR documentation built on Aug. 6, 2019, 9:10 a.m.