Lavash (1.0)

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Lava Estimation for the Sum of Sparse and Dense Signals.

http://cran.r-project.org/web/packages/Lavash

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) .

Maintainer: Jaeheon Jung
Author(s): Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre]

License: GPL-2

Uses: glmnet, MASS, pracma

Released over 1 year ago.


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