This R package is able to generate a small sample of representative points that retain the characteristics of a chosen distribution better than independent sampling.
The figure below shows the first four moments of 10,000 samples of size 30 generated from a standard normal distribution. The red dots correspond to samples generated using small.sample; the grey dots correspond to IID samples.
One can install the package directly from this repository:
install.packages("devtools")
devtools::install_github("iris-yi-jiang/small.sample")
The first line above is not needed if you have devtools
installed.
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