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