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. Currently Lasso and SCAD penalized estimation is implemented.

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Package details

AuthorAdam Lund
MaintainerAdam Lund <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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SMMA documentation built on Jan. 20, 2018, 10:02 a.m.