algo_leverage: Subsampling regression methods

Description Usage Arguments Value Examples

Description

Implements algorithmic leveraging for linear regression using uniform or leverage score based subsampling of rows, i.e, fit y = X beta + E.

Usage

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algo_leverage(X, y, samplePct = 0.1, sampSize = floor(samplePct *
  length(y)), sampleType = "Lev")

Arguments

X

The covariates matrix

y

The response vector

samplePct

The percentage of subsamples

sampSize

Number of subsamples

sampleType

The type of subsampling rows

Value

The coefficient vector beta.

Examples

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algo_leverage(matrix(rnorm(1000), nrow = 100), rnorm(100), sampleType = 'Unif')

sophiaycl/6520HW2 documentation built on June 6, 2019, 8:36 p.m.