Adaptive SURE Thresholding Using Side Information

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 < http://www-bcf.usc.edu/~wenguans/Papers/ASUS.htm> and the accompanying paper.


News

asus 1.0.0

First version released.

Reference manual

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install.packages("asus")

1.0.0 by Trambak Banerjee, a year ago


https://github.com/trambakbanerjee/asus#asus


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


Authors: Trambak Banerjee [aut, cre] , Gourab Mukherjee [aut] , Wenguang Sun [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports rwt, wavethresh, stats, utils

Suggests knitr, rmarkdown


See at CRAN