Package: SMME 1.1.1

Adam Lund

SMME: Soft Maximin Estimation for Large Scale Heterogeneous Data

Efficient procedure for solving the soft maximin problem for large scale heterogeneous data, see Lund, Mogensen and Hansen (2022) <doi:10.1111/sjos.12580>. Currently Lasso and SCAD penalized estimation is implemented. Note this package subsumes and replaces the SMMA package.

Authors:Adam Lund [aut, cre]

SMME_1.1.1.tar.gz
SMME_1.1.1.tar.gz(r-4.5-noble)SMME_1.1.1.tar.gz(r-4.4-noble)
SMME_1.1.1.tgz(r-4.4-emscripten)SMME_1.1.1.tgz(r-4.3-emscripten)
SMME.pdf |SMME.html
SMME/json (API)

# Install 'SMME' in R:
install.packages('SMME', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 160 downloads 1 mentions 5 exports 2 dependencies

Last updated 2 years agofrom:2d6fd72cd3. Checks:OK: 1 NOTE: 1. Indexed: no.

TargetResultDate
Doc / VignettesOKOct 21 2024
R-4.5-linux-x86_64NOTEOct 21 2024

Exports:iwtpredict.SMMERHsoftmaximinwt

Dependencies:RcppRcppArmadillo