Package: SMMA
Type: Package
Title: Soft Maximin Estimation for Large Scale Array-Tensor Models
Version: 1.0.3
Date: 2020-09-17
Author: Adam Lund
Maintainer: Adam Lund <adam.lund@math.ku.dk>
Description: Efficient design matrix free procedure for solving a soft maximin problem for  large scale array-tensor structured models, see Lund, Mogensen and Hansen (2019) <arXiv:1805.02407>. Currently Lasso and SCAD penalized estimation is implemented.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
NeedsCompilation: yes
Packaged: 2020-09-17 09:54:32 UTC; adamlund
Repository: CRAN
Date/Publication: 2020-09-17 13:00:07 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 15:10:36 UTC; windows
Archs: i386, x64
