LavaCvxr
Lava Estimation for the Sum of Sparse and Dense Signals(3 Methods)
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) doi:10.1214/16-AOS1434.
- Version1.0.2
- R versionunknown
- LicenseGPL-2
- Needs compilation?No
- Last release06/04/2021
Team
Yang Liu
Jaeheon Jung
Show author detailsRolesContributor, MaintainerVictor Chernozhukov
Show author detailsRolesAuthor, MaintainerChristian Hansen
Show author detailsRolesAuthor, MaintainerYuan Liao
Show author detailsRolesAuthor, Maintainer
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- Depends1 package
- Imports2 packages