SMMA swMATH ID: 28073 Software Authors: Adam Lund Description: R package 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. Homepage: https://cran.r-project.org/web/packages/SMMA/index.html Source Code: https://github.com/cran/SMMA Dependencies: R Keywords: arXiv_stat.ME; arXiv_stat.CO; R; R package; VSDI data; optimization; sparse estimation; array-tensor structure; proximal gradient algorithm Related Software: CRAN; glamlasso; R Cited in: 0 Documents Standard Articles 1 Publication describing the Software Year Soft Maximin Aggregation of Heterogeneous Array Data Adam Lund, Søren Wengel Mogensen, Niels Richard Hansen 2018