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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install.packages("SMMA")

1.0.2 by Adam Lund, a year ago


Browse source code at https://github.com/cran/SMMA


Authors: Adam Lund


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp

Linking to Rcpp, RcppArmadillo


See at CRAN