support: Support Points

Provides the function sp() for generating the support points proposed in Mak and Joseph (2017) <arXiv:1609.01811>. Support points are representative points of a possibly non-uniform distribution, and can be used as optimal sampling or integration points for a distribution of choice. The provided function sp() can be used to generate support points for standard distributions or for reducing big data (e.g., from Markov-chain Monte Carlo methods). This work was supported by USARO grant W911NF-14-1-0024 and NSF DMS grant 1712642.

Package details

AuthorSimon Mak
MaintainerSimon Mak <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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support documentation built on July 23, 2018, 1:03 a.m.