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.
Version: | 1.0.0 |
Depends: | R (≥ 3.4.2) |
Imports: | rwt, wavethresh, stats, utils |
Suggests: | knitr, rmarkdown |
Published: | 2017-10-25 |
Author: | Trambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut] |
Maintainer: | Trambak Banerjee <trambakb at usc.edu> |
License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
URL: | https://github.com/trambakbanerjee/asus#asus |
NeedsCompilation: | no |
Materials: | NEWS |
CRAN checks: | asus results |
Reference manual: | asus.pdf |
Vignettes: |
demo-asus |
Package source: | asus_1.0.0.tar.gz |
Windows binaries: | r-devel: asus_1.0.0.zip, r-release: asus_1.0.0.zip, r-oldrel: asus_1.0.0.zip |
macOS binaries: | r-release: asus_1.0.0.tgz, r-oldrel: asus_1.0.0.tgz |
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