support (0.1.2)

Support Points.

Provides the function sp() for generating the support points proposed in Mak and Joseph (2017) . 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.

Maintainer: Simon Mak
Author(s): Simon Mak

License: GPL (>= 2)

Uses: doParallel, matrixStats, MHadaptive, nloptr, randtoolbox, Rcpp

Released over 1 year ago.