r-LavaCvxr

Description

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

Description

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>.

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Version

1.0.2

License

Unknown

Platforms (75)

Darwin

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none

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aarch64-darwin
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avr-none
i686-cygwin
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javascript-ghcjs
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Platforms75 (75)

Platforms (75)