Package: asus 1.5.0
Trambak Banerjee
asus: Adaptive SURE Thresholding Using Side Information
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 paper Adaptive Sparse Estimation with Side Information by Banerjee, Mukherjee and Sun (JASA 2020).
Authors:
asus_1.5.0.tar.gz
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asus_1.5.0.tgz(r-4.4-any)asus_1.5.0.tgz(r-4.3-any)
asus_1.5.0.tar.gz(r-4.5-noble)asus_1.5.0.tar.gz(r-4.4-noble)
asus_1.5.0.tgz(r-4.4-emscripten)asus_1.5.0.tgz(r-4.3-emscripten)
asus.pdf |asus.html✨
asus/json (API)
NEWS
| # Install 'asus' in R: |
| install.packages('asus', repos = c('https://trambakbanerjee.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/trambakbanerjee/asus/issues
Last updated 1 years agofrom:cb074d872a. Checks:OK: 1 NOTE: 6. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Sep 18 2024 |
| R-4.5-win | NOTE | Sep 18 2024 |
| R-4.5-linux | NOTE | Sep 18 2024 |
| R-4.4-win | NOTE | Sep 18 2024 |
| R-4.4-mac | NOTE | Sep 18 2024 |
| R-4.3-win | NOTE | Sep 18 2024 |
| R-4.3-mac | NOTE | Sep 18 2024 |
Exports:asusasus.cutsejssoftThsureshrinksureshrink.mse
Dependencies:MASSwavethresh
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Adaptive SURE thresholding with side information (asus) | asus |
| Risk of asus with pre-defined grouping thresholds | asus.cuts |
| Extended James-Stein (ejs) estimator | ejs |
| Soft Thresholding estimator | softTh |
| SureShrink estimator | sureshrink |
| SURE estimate of risk | sureshrink.mse |