Provides the ASUS procedure for estimating a high dimensional sparse parameter in the presence of auxiliary data that encode side information on sparsity. It is a robust data combination procedure in the sense that even when pooling non-informative auxiliary data ASUS would be at least as efficient as competing soft thresholding based methods that do not use auxiliary data. For more information, please see the website <http://www-bcf.usc.edu/~wenguans/Papers/ASUS.htm> and the accompanying paper.
|Author||Trambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]|
|Maintainer||Trambak Banerjee <[email protected]>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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