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>.

Version: 1.0.2
Depends: Lavash
Imports: pracma, CVXR
Published: 2021-06-04
Author: Victor Chernozhukov [aut, cre], Christian Hansen [aut, cre], Yuan Liao [aut, cre], Jaeheon Jung [ctb, cre], Yang Liu [ctb, cre]
Maintainer: Yang Liu <yl1241 at economics.rutgers.edu>
License: GPL-2
NeedsCompilation: no
CRAN checks: LavaCvxr results

Documentation:

Reference manual: LavaCvxr.pdf

Downloads:

Package source: LavaCvxr_1.0.2.tar.gz
Windows binaries: r-devel: LavaCvxr_1.0.2.zip, r-release: LavaCvxr_1.0.2.zip, r-oldrel: LavaCvxr_1.0.2.zip
macOS binaries: r-release (arm64): LavaCvxr_1.0.2.tgz, r-release (x86_64): LavaCvxr_1.0.2.tgz, r-oldrel: LavaCvxr_1.0.2.tgz

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