SMMA

Soft Maximin Estimation for Large Scale Array-Tensor Models

CRAN Package

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.

Team

Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN

Binaries

Dependencies

  • Imports1 package
  • Linking To2 packages