Adaptive SURE Thresholding Using Side Information


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Documentation for package ‘asus’ version 1.0.0

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asus Adaptive SURE thresholding with side information (asus)
asus.cuts Risk of asus with pre-defined grouping thresholds
ejs Extended James-Stein (ejs) estimator
sureshrink SureShrink estimator
sureshrink.mse SURE estimate of risk