Code used for the experiments in the paper Optimal Subsampling Designs by Henrik Imberg, Marina Axelson-Fisk, and Johan Jonasson.
Code is included in the Rscript folder.
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main.R: Main function for the experiments in Section 6.
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acov.R: Evaluate the approximate covariance matrix (Eq. (7)-(9), Section 2.2).
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Phi.R: Evaluate the Phi-optimality objective function (Table 1, Section 2.3).
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Phiopt.R: Find Phi-optimal sampling scheme using the fixed-point method (Algorithm 2, Section 3.3).
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Lopt.R: Find L-optimal sampling scheme using Algorithm 1, Section 3.3.
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fmt.R: Simple text formatting function used for Table 2–4 (Section 6.2–6.4).
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figures.R: Generates Figure S1 and S2 in Appendix B.
Input data is stored in the Data folder.
Generated tables and figures are stored in the Tables and Figures folders.
Required packages: benchmarkme, cowplot, expm, sampling, tidyverse, and xtable.