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SMMA: Soft Maximin Estimation for Large Scale Array-Tensor Models
Efficient design matrix free procedure for solving a soft maximin problem for large scale array-tensor structured models, see Lund, Mogensen and Hansen (2019) <arXiv:1805.02407>. Currently Lasso and SCAD penalized estimation is implemented.
Getting started
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Package details |
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| Author | Adam Lund |
| Maintainer | Adam Lund <adam.lund@math.ku.dk> |
| License | GPL (>= 2) |
| Version | 1.0.3 |
| Package repository | View on CRAN |
| Installation |
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