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 website <> and the accompanying paper.

Version: 1.0.0
Depends: R (≥ 3.4.2)
Imports: rwt, wavethresh, stats, utils
Suggests: knitr, rmarkdown
Published: 2017-10-25
Author: Trambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
Maintainer: Trambak Banerjee <trambakb at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: NEWS
CRAN checks: asus results


Reference manual: asus.pdf
Vignettes: demo-asus
Package source: asus_1.0.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: asus_1.0.0.tgz, r-oldrel: asus_1.0.0.tgz


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