AmiAhm/itses: Iterative Sparse Estimation

Pacakge to perform iterative sparse estimation of many normal means. Either using soft- or hard-threhsold estimator. Risk minimization under squared error loss.

Getting started

Package details

Maintainer
LicenseGPL (>= 3)
Version0.0.0.9001
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("AmiAhm/itses")
AmiAhm/itses documentation built on Dec. 17, 2021, 8:47 a.m.