asus: Adaptive SURE Thresholding Using Side Information
Version 1.0.0

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.

Getting started

Package details

AuthorTrambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
Date of publication2017-10-25 08:45:32 UTC
MaintainerTrambak Banerjee <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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asus documentation built on Nov. 17, 2017, 7:53 a.m.