asus: Adaptive SURE Thresholding Using Side Information

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 paper Adaptive Sparse Estimation with Side Information by Banerjee, Mukherjee and Sun (JASA 2020).

Getting started

Package details

AuthorTrambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
MaintainerTrambak Banerjee <trambak@ku.edu>
LicenseGPL (>= 2)
Version1.5.0
URL https://github.com/trambakbanerjee/asus#asus
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("asus")

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asus documentation built on Aug. 24, 2023, 5:10 p.m.