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) .


Reference manual

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1.0 by Jaeheon Jung, 4 years ago

Browse source code at

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

Documentation:   PDF Manual  

GPL-2 license

Depends on MASS, glmnet, pracma

Depended on by LavaCvxr.

See at CRAN