The 'support' package provides functions for computing support points.
| Package: | support |
| Type: | Package |
| Version: | 0.1.4 |
| Date: | 2019-07-15 |
| License: | GPL (>= 2) |
The 'support' package provides the functions sp() and sp_seq() for computing the support points in Mak and Joseph (2018) <DOI:10.1214/17-AOS1629>. 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.
Mak, S. and Joseph, V. R. (2018). Support points. Annals of Statistics, 46(6A):2562-2592.