tvw146/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.
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 | 1.0.2 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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