support-package: Support Points

In support: Support Points

Support Points

Description

The 'support' package provides functions for computing support points.

Details

Package:	support
Type:	Package
Version:	0.1.4
Date:	2019-07-15
License:	GPL (>= 2)

The 'support' package provides the functions sp() and sp_seq() for computing the support points in Mak and Joseph (2018) <DOI:10.1214/17-AOS1629>. Support points can be used as a representative sample of a desired distribution, or a representative reduction of a big dataset (e.g., an "optimal" thinning of Markov-chain Monte Carlo sample chains). This work was supported by USARO grant W911NF-14-1-0024 and NSF DMS grant 1712642.

Author(s)

Simon Mak

Maintainer: Simon Mak <[e-mail]>

References

Mak, S. and Joseph, V. R. (2018). Support points. Annals of Statistics, 46(6A):2562-2592.

support documentation built on June 1, 2022, 1:07 a.m.