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 <> and the accompanying paper.


asus 1.0.0

First version released.

Reference manual

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1.0.0 by Trambak Banerjee, 4 years ago

Browse source code at

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