LavaCvxr

Lava Estimation for the Sum of Sparse and Dense Signals(3 Methods)

CRAN Package

The lava estimation is used to recover signals that is the sum of a sparse signal and a dense signal. The post-lava method corrects the shrinkage bias of lava. For more information on the lava estimation, see Chernozhukov, Hansen, and Liao (2017) .

  • Version1.0.2
  • R versionunknown
  • LicenseGPL-2
  • Needs compilation?No
  • Last release06/04/2021

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  • Depends1 package
  • Imports2 packages