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) .


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Reference manual

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install.packages("LavaCvxr")

1.0.2 by Yang Liu, 6 months ago


Browse source code at https://github.com/cran/LavaCvxr


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