SMMA: Soft Maximin Estimation for Large Scale Array-Tensor Models
Version 1.0.2

Efficient design matrix free procedure for solving a soft maximin problem for large scale array-tensor structured models. Currently Lasso and SCAD penalized estimation is implemented.

Getting started

Package details

AuthorAdam Lund
Date of publication2018-01-18 16:02:24 UTC
MaintainerAdam Lund <[email protected]>
LicenseGPL (>= 2)
Version1.0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("SMMA")

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SMMA documentation built on Jan. 20, 2018, 10:02 a.m.