Example 1 - SureShrink estimator and SURE estimate of risk | Example 2 - Extended James-Stein estimator | Example 3 - ASUS and SURE estimate of risk of ASUS
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
asus_1.5.0.zip(r-4.7-any)asus_1.5.0.zip(r-4.6-any)asus_1.5.0.zip(r-4.5-any)
asus_1.5.0.tgz(r-4.6-any)asus_1.5.0.tgz(r-4.5-any)
asus_1.5.0.tar.gz(r-4.7-any)asus_1.5.0.tar.gz(r-4.6-any)
asus_1.5.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
asus/json (API)
| # 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 from:cb074d872a. Checks:7 NOTE, 2 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | NOTE | 95 | ||
| source / vignettes | OK | 167 | ||
| linux-release | NOTE | 99 | ||
| macos-release | NOTE | 149 | ||
| macos-oldrel | NOTE | 163 | ||
| windows-devel | NOTE | 61 | ||
| windows-release | NOTE | 71 | ||
| windows-oldrel | NOTE | 64 | ||
| wasm-release | OK | 77 |
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 |