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SMMA

Soft Maximin Estimation for Large Scale Array-Tensor Models

Installation

About

Efficient design matrix free procedure for solving a soft maximin problem for large scale array-tensor structured models, see Lund, Mogensen and Hansen (2019) . Currently Lasso and SCAD penalized estimation is implemented.

Key Metrics

Version 1.0.3
Published 2020-09-17 1369 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks SMMA results

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Maintainer

Maintainer

Adam Lund

Authors

Adam Lund

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

SMMA archive

Imports

Rcpp ≥ 0.12.12

LinkingTo

Rcpp
RcppArmadillo