sketching: Sketching of Data via Random Subspace Embeddings

Construct sketches of data via random subspace embeddings. For more details, see the following papers. Lee, S. and Ng, S. (2022). "Least Squares Estimation Using Sketched Data with Heteroskedastic Errors," <arXiv:2007.07781>, accepted for presentation at the Thirty-ninth International Conference on Machine Learning (ICML 2022). Lee, S. and Ng, S. (2020). "An Econometric Perspective on Algorithmic Subsampling," Annual Review of Economics, 12(1): 45–80.

Version: 0.1.0
Depends: R (≥ 4.1.0)
Imports: stats, MASS, Rcpp (≥ 1.0.7), phangorn (≥ 2.8.1)
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, testthat (≥ 3.0.0), lmtest (≥ 0.9), ivreg (≥ 0.6), sandwich (≥ 3.0)
Published: 2022-06-08
Author: Sokbae Lee [aut, cre], Serena Ng [aut]
Maintainer: Sokbae Lee <sl3841 at>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: sketching results


Reference manual: sketching.pdf
Vignettes: sketching: An R Vignette


Package source: sketching_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): sketching_0.1.0.tgz, r-oldrel (arm64): sketching_0.1.0.tgz, r-release (x86_64): sketching_0.1.0.tgz, r-oldrel (x86_64): sketching_0.1.0.tgz


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