SMMA (version 1.0.3)

Soft Maximin Estimation for Large Scale Array-Tensor Models

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) . Currently Lasso and SCAD penalized estimation is implemented.

Copy Link

Version

Install

install.packages('SMMA')

Monthly Downloads

Version

1.0.3

License

GPL (>= 2)

Maintainer

Adam Lund

Last Published

September 17th, 2020

Functions in SMMA (1.0.3)

SMMA

Soft Maximin Estimation for Large Scale Array Data with Known Groups

print.SMMA

Print Function for objects of Class SMMA

The Rotated H-transform of a 3d Array by a Matrix

predict.SMMA

Make Prediction From a SMMA Object