SMMA1.0.3 package

Soft Maximin Estimation for Large Scale Array-Tensor Models

predict.SMMA

Make Prediction From a SMMA Object

print.SMMA

Print Function for objects of Class SMMA

RH

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

SMMA

Soft Maximin Estimation for Large Scale Array Data with Known Groups

Download source packageRead PDF manual

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.

  • Maintainer: Adam Lund
  • License: GPL (>= 2)
  • Last published: 2020-09-17