algo_leverage: algorithmic leveraging for linear regression using uniform...

Description Usage Arguments Value Examples

Description

algorithmic leveraging for linear regression using uniform and leverage score based subsampling of rows

Usage

1

Arguments

x

independent variable

y

dependent variable

r

subsample size

methods

"UNIF", "BLEV" uniformly or proportionally(leverage scores) sample

Value

estimation of parameter beta in y=beta*x

Examples

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e = rnorm(500,0,1)
x = rt(500, df = 6)
y = -x+e
algo_leverage(x, y, r=10, methods="UNIF")

xysxu/hwyx documentation built on June 6, 2019, 7:55 a.m.