asus (1.0.0)

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Adaptive SURE Thresholding Using Side Information.

https://github.com/trambakbanerjee/asus#asus
http://cran.r-project.org/web/packages/asus

Provides the ASUS procedure for estimating a high dimensional sparse parameter in the presence of auxiliary data that encode side information on sparsity. It is a robust data combination procedure in the sense that even when pooling non-informative auxiliary data ASUS would be at least as efficient as competing soft thresholding based methods that do not use auxiliary data. For more information, please see the website and the accompanying paper.

Maintainer: Trambak Banerjee
Author(s): Trambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]

License: GPL (>= 2)

Uses: rwt, wavethresh, knitr, rmarkdown

Released over 1 year ago.


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