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.
https://anaconda.org/r/r-smma/badges/version.svg
https://anaconda.org/r/r-smma/badges/latest_release_date.svg
https://anaconda.org/r/r-smma/badges/latest_release_relative_date.svg
https://anaconda.org/r/r-smma/badges/platforms.svg
https://anaconda.org/r/r-smma/badges/license.svg
https://anaconda.org/r/r-smma/badges/downloads.svg