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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>.
Package details |
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Author | Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre] |
Maintainer | Jaeheon Jung <jaeheonj81@gmail.com> |
License | GPL-2 |
Version | 1.0 |
Package repository | View on CRAN |
Installation |
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