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 website <http://www-bcf.usc.edu/~wenguans/Papers/ASUS.htm> and the accompanying paper.

Getting started

Package details

AuthorTrambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
MaintainerTrambak Banerjee <[email protected]>
LicenseGPL (>= 2)
Version1.0.0
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 Nov. 17, 2017, 7:53 a.m.