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

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


1.0 by Jaeheon Jung, a year 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

See at CRAN