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

Package details

AuthorAdam Lund
MaintainerAdam Lund <[email protected]>
LicenseGPL (>= 2)
Version1.0.2
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("devtools")
library(devtools)
install_github("tvw146/SMMA")
tvw146/SMMA documentation built on Jan. 22, 2018, 9:09 p.m.