/FASA

R codes for 'Fast Optimal Subsampling Probability Approximation for Generalized Linear Models' paper

Primary LanguageR

This repository has R codes for Fast Optimal Subsampling Probability Approximation for Generalized Linear Models

Datageneration.R generate simulated data

FASA_linear.R calculate estimates based on the approximated subsampling probability under linear regression

FASA_logistic.R calculate estimates based on the approximated subsampling probability under logistic regression

Example.R provides an example how to perform estimates with the above codes and a simulated data