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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.
Getting started
Browse package contents
Package details |
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| Author | Sokbae Lee [aut, cre], Serena Ng [aut] |
| Maintainer | Sokbae Lee <sl3841@columbia.edu> |
| License | GPL-3 |
| Version | 0.1.2 |
| URL | https://github.com/sokbae/sketching/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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