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).

Version: 1.5.0
Imports: wavethresh, stats, utils
Suggests: knitr, rmarkdown
Published: 2023-08-24
DOI: 10.32614/CRAN.package.asus
Author: Trambak Banerjee [aut, cre], Gourab Mukherjee [aut], Wenguang Sun [aut]
Maintainer: Trambak Banerjee <trambak 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_1.5.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): asus_1.5.0.tgz, r-oldrel (arm64): asus_1.5.0.tgz, r-release (x86_64): asus_1.5.0.tgz, r-oldrel (x86_64): asus_1.5.0.tgz
Old sources: asus archive


Please use the canonical form to link to this page.