asus.cuts: Risk of asus with pre-defined grouping thresholds

In asus: Adaptive SURE Thresholding Using Side Information

Risk of asus with pre-defined grouping thresholds

Description

Estimates the risk of asus when there are k(>2) groups with pre-defined grouping thresholds

Usage

asus.cuts(d, v.d, s, cutpoints)

Arguments

d	an n vector of primary observations
v.d	an n vector of variances for each component of d
s	an n vector of side information
cutpoints	k-1 pre-defined grouping thresholds for k groups. k must be bigger than 2.

Details

Estimates the risk of asus when there are k(>2) groups with k pre-defined grouping thresholds. This function is called when asus executes.

Value

mse - estimate of risk

References

Banerjee. T, Mukherjee. G and Sun. W. Adaptive Sparse Estimation with Side Information. Journal of the American Statistical Association 115, no. 532 (2020): 2053-2067.

See Also

asus,sureshrink,ejs,sureshrink.mse

Examples

library(asus)
set.seed(42)
d<-rnorm(10)
v.d<- rep(1,10)
set.seed(42)
s<-rnorm(10)
out<-asus.cuts(d,v.d,s,c(0.1,0.5,1))

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