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.
|Maintainer||Adam Lund <email@example.com>|
|License||GPL (>= 2)|
|Package repository||View on CRAN|
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