Package: SMME
Type: Package
Title: Soft Maximin Estimation for Large Scale Heterogeneus Data
Version: 1.0
Date: 2021-07-17
Author: Adam Lund
Maintainer: Adam Lund <adam.lund@math.ku.dk>
Description: Efficient procedure for solving the soft maximin problem for large scale heterogeneous data, see Lund, Mogensen and Hansen (2021) <arXiv:1805.02407>. Currently Lasso and SCAD penalized estimation is implemented. Note this package subsumes and replaces the SMMA package.
License: GPL (>= 2)
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.1
NeedsCompilation: yes
Packaged: 2021-07-17 09:37:33 UTC; adam
Repository: CRAN
Date/Publication: 2021-07-19 08:20:02 UTC
