SMMA: 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.

Version: 1.0.1
Imports: Rcpp (≥ 0.11.2)
LinkingTo: Rcpp, RcppArmadillo
Published: 2017-03-30
Author: Adam Lund
Maintainer: Adam Lund <adam.lund at math.ku.dk>
License: GPL-3
NeedsCompilation: yes
CRAN checks: SMMA results

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Reference manual: SMMA.pdf
Package source: SMMA_1.0.1.tar.gz
Windows binaries: r-devel: SMMA_1.0.1.zip, r-release: SMMA_1.0.1.zip, r-oldrel: SMMA_1.0.1.zip
OS X El Capitan binaries: r-release: SMMA_1.0.1.tgz
OS X Mavericks binaries: r-oldrel: SMMA_1.0.1.tgz

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