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asus  

Adaptive SURE Thresholding Using Side Information
View on CRAN: Click here


Download and install asus package within the R console
Install from CRAN:
install.packages("asus")

Install from Github:
library("remotes")
install_github("cran/asus")

Install by package version:
library("remotes")
install_version("asus", "1.5.0")



Attach the package and use:
library("asus")
Maintained by
Trambak Banerjee
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-10-25
Latest Update: 2023-08-24
Description:
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).
How to cite:
Trambak Banerjee (2017). asus: Adaptive SURE Thresholding Using Side Information. R package version 1.5.0, https://cran.r-project.org/web/packages/asus. Accessed 06 Nov. 2024.
Previous versions and publish date:
1.0.0 (2017-10-25 10:45)
Other packages that cited asus R package
View asus citation profile
Other R packages that asus depends, imports, suggests or enhances
Complete documentation for asus
Functions, R codes and Examples using the asus R package
Some associated functions: asus.cuts . asus . ejs . softTh . sureshrink.mse . sureshrink . 
Some associated R codes: sideinfo_lib.R .  Full asus package functions and examples
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