Lavash: Lava Estimation for the Sum of Sparse and Dense Signals

The lava estimation is a new technique to recover signals that is the sum of a sparse and dense signals. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) <doi:10.1214/16-AOS1434>.

Getting started

Package details

AuthorVictor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre]
MaintainerJaeheon Jung <jaeheonj81@gmail.com>
LicenseGPL-2
Version1.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Lavash")

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Lavash documentation built on May 2, 2019, 5:39 a.m.