Efficient procedure for solving the soft maximin problem for large scale heterogeneous data, see Lund, Mogensen and Hansen (2022) <doi:10.1111/sjos.12580>. Currently Lasso and SCAD penalized estimation is implemented. Note this package subsumes and replaces the SMMA package.
| Version: | 1.1.1 |
| Imports: | Rcpp (≥ 0.12.12) |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2023-01-08 |
| DOI: | 10.32614/CRAN.package.SMME |
| Author: | Adam Lund [aut, cre] |
| Maintainer: | Adam Lund <adam.lund at math.ku.dk> |
| License: | MIT + file LICENSE |
| NeedsCompilation: | yes |
| CRAN checks: | SMME results |
| Reference manual: | SMME.pdf |
| Package source: | SMME_1.1.1.tar.gz |
| Windows binaries: | r-devel: SMME_1.1.1.zip, r-release: SMME_1.1.1.zip, r-oldrel: SMME_1.1.1.zip |
| macOS binaries: | r-release (arm64): SMME_1.1.1.tgz, r-oldrel (arm64): SMME_1.1.1.tgz, r-release (x86_64): SMME_1.1.1.tgz, r-oldrel (x86_64): SMME_1.1.1.tgz |
| Old sources: | SMME archive |
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