Skip to content

Commit 6f82029

Browse files
committed
can-comments.md added
1 parent 05904c4 commit 6f82029

File tree

4 files changed

+10
-6
lines changed

4 files changed

+10
-6
lines changed

.Rbuildignore

Lines changed: 1 addition & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -3,3 +3,4 @@
33
^LICENSE\.md$
44
^\.github$
55
^README\.Rmd$
6+
^cran-comments\.md$

DESCRIPTION

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,20 +1,20 @@
11
Package: SGDinference
22
Type: Package
3-
Title: Inference with Stochastic (sub-)Gradient Descent
3+
Title: Inference with Stochastic Gradient Descent
44
Version: 0.1.0
55
Authors@R: c(
66
person("Sokbae", "Lee", email = "sl3841@columbia.edu", role = "aut"),
77
person("Yuan", "Liao", email = "yuan.liao@rutgers.edu", role = "aut"),
88
person("Myung Hwan", "Seo", email = "myunghseo@snu.ac.kr", role = "aut"),
99
person("Youngki", "Shin", email = "shiny11@mcmaster.ca", role = c("aut", "cre")))
10-
Description: The package provides estimation and inference methods for large-scale mean and quantile regression models via stochastic (sub-)gradient descent (S-subGD) algorithms.
10+
Description: Estimation and inference methods for large-scale mean and quantile regression models via stochastic (sub-)gradient descent (S-subGD) algorithms.
1111
The inference procedure handles cross-sectional data sequentially:
1212
(i) updating the parameter estimate with each incoming "new observation",
1313
(ii) aggregating it as a Polyak-Ruppert average, and
1414
(iii) computing an asymptotically pivotal statistic for inference through random scaling.
1515
The methodology used in the SGDinference package is described in detail in the following papers:
16-
(i) Lee, S., Liao, Y., Seo, M.H. and Shin, Y., 2022. Fast and robust online inference with stochastic gradient descent via random scaling. In Proceedings of the AAAI Conference on Artificial Intelligence (Vol. 36, No. 7, pp. 7381-7389). <https://doi.org/10.1609/aaai.v36i7.20701>.
17-
(ii) Lee, S., Liao, Y., Seo, M.H. and Shin, Y., 2023. Fast Inference for Quantile Regression with Tens of Millions of Observations. arXiv:2209.14502 [econ.EM] <https://doi.org/10.48550/arXiv.2209.14502>.
16+
(i) Lee, S., Liao, Y., Seo, M.H. and Shin, Y., 2022. Fast and robust online inference with stochastic gradient descent via random scaling. In Proceedings of the AAAI Conference on Artificial Intelligence (Vol. 36, No. 7, pp. 7381-7389). <doi:10.1609/aaai.v36i7.20701>.
17+
(ii) Lee, S., Liao, Y., Seo, M.H. and Shin, Y., 2023. Fast Inference for Quantile Regression with Tens of Millions of Observations. <arXiv:2209.14502>. <doi:10.48550/arXiv.2209.14502>.
1818
License: GPL-3
1919
Imports:
2020
stats,

cran-comments.md

Lines changed: 4 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,2 +1,5 @@
11
## R CMD check results
2-
* There were no ERRORs or WARNINGs.
2+
3+
0 errors | 0 warnings | 1 note
4+
5+
* This is a new release.

vignettes/SGDinference.Rmd

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
---
22
title: "SGDinference: An R Vignette"
3-
output: rmarkdown::pdf_document
3+
output: rmarkdown::html_vignette
44
vignette: >
55
%\VignetteIndexEntry{SGDinference: An R Vignette}
66
%\VignetteEngine{knitr::rmarkdown}

0 commit comments

Comments
 (0)