Package: Lavash 1.0

Lavash: 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) <doi:10.1214/16-AOS1434>.

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

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Last updated 7 years agofrom:bb965ef874. Checks:OK: 7. Indexed: yes.

Exports:Lavash

Dependencies:codetoolsforeachglmnetiteratorslatticeMASSMatrixpracmaRcppRcppEigenshapesurvival