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>.
| Version: |
1.0 |
| Depends: |
MASS, glmnet, pracma |
| Published: |
2018-02-12 |
| Author: |
Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre] |
| Maintainer: |
Jaeheon Jung <jaeheonj81 at gmail.com> |
| License: |
GPL-2 |
| NeedsCompilation: |
no |
| CRAN checks: |
Lavash results |
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