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support (version 0.1.6)

Support Points

Description

The functions sp() and sp_seq() compute the support points in Mak and Joseph (2018) . 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.

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Install

install.packages('support')

Monthly Downloads

108

Version

0.1.6

License

GPL (>= 2)

Maintainer

Last Published

May 31st, 2022

Functions in support (0.1.6)

sp

Computing support points using difference-of-convex programming
sp_seq

Computing (batch) sequential support points using difference-of-convex programming
e_dist

Computes the energy distance of a point set
support-package

Support Points