Package: SMME
Type: Package
Title: Soft Maximin Estimation for Large Scale Heterogeneous Data
Version: 1.1.1
Date: 2023-01-02
Authors@R: c(person(given = "Adam",
             family = "Lund",
             role = c("aut", "cre"),
             email = "adam.lund@math.ku.dk"))
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 (2022) <doi:10.1111/sjos.12580>. Currently Lasso and SCAD penalized estimation is implemented. Note this package subsumes and replaces the SMMA package.
License: MIT + file LICENSE
Imports: Rcpp (>= 0.12.12)
LinkingTo: Rcpp, RcppArmadillo
RoxygenNote: 7.1.2
NeedsCompilation: yes
Packaged: 2023-01-02 11:22:09 UTC; adam
Author: Adam Lund [aut, cre]
Repository: CRAN
Date/Publication: 2023-01-08 10:30:02 UTC
Built: R 4.5.0; x86_64-apple-darwin20; 2025-01-26 21:15:14 UTC; unix
Archs: SMME.so.dSYM
