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SMME (version 1.1.1)

Soft Maximin Estimation for Large Scale Heterogeneous Data

Description

Efficient procedure for solving the soft maximin problem for large scale heterogeneous data, see Lund, Mogensen and Hansen (2022) . Currently Lasso and SCAD penalized estimation is implemented. Note this package subsumes and replaces the SMMA package.

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Version

Install

install.packages('SMME')

Monthly Downloads

80

Version

1.1.1

License

MIT + file LICENSE

Maintainer

Adam Lund

Last Published

January 8th, 2023

Functions in SMME (1.1.1)

print.SMME

Print Function for objects of Class SMME
wt

Discrete wavelet transform
RH

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

Soft Maximin Estimation for Large Scale Heterogenous Data
iwt

Inverse discrete wavelet transform
predict.SMME

Make Prediction From a SMME Object