support-package {support}R Documentation

Support Points

Description

The 'support' package provides functions for generating support points.

Details

Package: support
Type: Package
Version: 1.0
Date: 2017-08-19
License: GPL (>= 2)

The 'support' package provides the function sp() for generating the support points proposed in Mak and Joseph (2017) <arXiv:1609.01811>. Support points are representative points of a possibly non-uniform distribution, and can be used as optimal sampling or integration points for a distribution of choice. The provided function sp() can be used to generate support points for standard distributions or for reducing big data (e.g., from Markov-chain Monte Carlo methods). This work was supported by USARO grant W911NF-14-1-0024 and NSF DMS grant 1712642.

Author(s)

Simon Mak

Maintainer: Simon Mak <smak6@gatech.edu>

References

Mak, S. and Joseph, V. R. (2017). Support points. Annals of Statistics. To appear.


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