algo_leverage: Algorithm leveraging function

In xw547/hwpkg:

Description

A function that applies the method mentioned by (Ma, 2014) to do a leveraging through two sampling methods, the uniform sampling and weighted sampling

Usage

algo_leverage(y, X, size = NA, draws = NA, method = "weighted")

Arguments

y	The constant vector
X	The regressor
size	Sample size of leveraging sampling.
draws	Number of draws of subsample
method	The method to implement, can be weighted leveraging and uniform leveraging. Default is "weighted". Details of the difference of the

Value

The leverage solution to the linear regressioin problem.

Author(s)

Xiaohan Wang

xw547/hwpkg documentation built on Dec. 23, 2021, 7:14 p.m.