CRAN/E | LavaCvxr

LavaCvxr

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

Installation

About

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.

Key Metrics

Version 1.0.2
Published 2021-06-04 1059 days ago
Needs compilation? no
License GPL-2
CRAN checks LavaCvxr results

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Maintainer

Maintainer

Yang Liu

yl1241@economics.rutgers.edu

Authors

Victor Chernozhukov

aut / cre

Christian Hansen

aut / cre

Yuan Liao

aut / cre

Jaeheon Jung

ctb / cre

Yang Liu

ctb / cre

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Depends

Lavash

Imports

pracma
CVXR