r-SMMA

Description

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) <arXiv:1805.02407>. Currently Lasso and SCAD penalized estimation is implemented.

Metadata

Version

1.0.3

License

Unknown

Platforms (75)

Darwin

FreeBSD

Genode

GHCJS

Linux

MMIXware

NetBSD

none

OpenBSD

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aarch64-darwin
aarch64-genode
aarch64-linux
aarch64-netbsd
aarch64-none
aarch64_be-none
arm-none
armv5tel-linux
armv6l-linux
armv6l-netbsd
armv6l-none
armv7a-darwin
armv7a-linux
armv7a-netbsd
armv7l-linux
armv7l-netbsd
avr-none
i686-cygwin
i686-darwin
i686-freebsd
i686-genode
i686-linux
i686-netbsd
i686-none
i686-openbsd
i686-windows
javascript-ghcjs
loongarch64-linux
m68k-linux
m68k-netbsd
m68k-none
microblaze-linux
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microblazeel-linux
microblazeel-none
mips-linux
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mipsel-linux
mipsel-netbsd
mmix-mmixware
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x86_64-none
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x86_64-solaris
x86_64-windows

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Platforms75 (75)

Platforms (75)