Lava Estimation for the Sum of Sparse and Dense Signals(3 Methods)

The lava estimation is used to recover signals that is the sum of a sparse signal and a dense signal. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) .


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.


1.0.2 by Yang Liu, 6 months ago

Browse source code at

Authors: Victor Chernozhukov [aut, cre] , Christian Hansen [aut, cre] , Yuan Liao [aut, cre] , Jaeheon Jung [ctb, cre] , Yang Liu [ctb, cre]

Documentation:   PDF Manual  

GPL-2 license

Imports pracma, CVXR

Depends on Lavash

See at CRAN