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 <> and the accompanying paper.

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Package details

AuthorTrambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
MaintainerTrambak Banerjee <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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asus documentation built on May 2, 2019, 2:12 p.m.