Lavash

Lava Estimation for the Sum of Sparse and Dense Signals

The lava estimation is a new technique to recover signals that is the sum of a sparse and dense signals. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) <doi:10.1214/16-AOS1434>.

Total

806

Last month

96

Last week

25

Average per day

3

Daily downloads

Total downloads

Description file content

Package
Lavash
Type
Package
Title
Lava Estimation for the Sum of Sparse and Dense Signals
Version
1.0
Date
2018-02-09
Author
Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre]
Maintainer
Jaeheon Jung
Description
The lava estimation is a new technique to recover signals that is the sum of a sparse and dense signals. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) .
Depends
MASS, glmnet, pracma
License
GPL-2
Repository
CRAN
RoxygenNote
6.0.1
NeedsCompilation
no
Packaged
2018-02-09 19:45:14 UTC; Jung
Date/Publication
2018-02-12 09:25:12 UTC

install.packages('Lavash')

1.0

6 months ago

Jaeheon Jung

GPL-2

Depends on

MASS, glmnet, pracma

Discussions