oem: Orthogonalizing EM

Solves penalized least squares problems for big tall data using the orthogonalizing EM algorithm of Xiong et al. (2016) <doi:10.1080/00401706.2015.1054436>. The main fitting function is oem() and the functions cv.oem() and xval.oem() are for cross validation, the latter being an accelerated cross validation function for linear models. The big.oem() function allows for out of memory fitting.

Install the latest version of this package by entering the following in R:
install.packages("oem")
AuthorBin Dai [aut], Jared Huling [aut, cre], Yixuan Qiu [ctb]
Date of publication2017-03-22 12:16:37 UTC
MaintainerJared Huling <jaredhuling@gmail.com>
LicenseGPL (>= 2)
Version2.0.5
https://github.com/jaredhuling/oem

View on CRAN

Files

inst
inst/doc
inst/doc/oem_vignette.Rmd
inst/doc/oem_vignette.html
inst/doc/oem_vignette.R
src
src/oem_sparse.cpp
src/Makevars
src/oem_logistic_dense.h
src/oem_base.h
src/oem_xval_dense.h
src/oem.cpp
src/oem_init.c
src/oem.h
src/Spectra
src/Spectra/GenEigsSolver.h
src/Spectra/SymEigsSolver.h
src/Spectra/LinAlg
src/Spectra/LinAlg/DoubleShiftQR.h
src/Spectra/LinAlg/TridiagEigen.h
src/Spectra/LinAlg/UpperHessenbergEigen.h
src/Spectra/LinAlg/UpperHessenbergQR.h
src/Spectra/SelectionRule.h
src/Spectra/MatOp
src/Spectra/MatOp/DenseSymShiftSolve.h
src/Spectra/MatOp/DenseGenMatProd.h
src/Spectra/MatOp/DenseGenComplexShiftSolve.h
src/Spectra/MatOp/DenseSymMatProd.h
src/Spectra/MatOp/SparseGenMatProd.h
src/Spectra/MatOp/DenseGenRealShiftSolve.h
src/Spectra/SimpleRandom.h
src/Spectra/CompInfo.h
src/lanczos.cpp
src/oem_construction.h
src/oem_logistic_sparse.cpp
src/Linalg
src/Linalg/LapackWrapper.h
src/Linalg/AVX.h
src/Linalg/Linalg.h
src/Linalg/BlasWrapper.h
src/Linalg/Cholesky.h
src/oem_sparse.h
src/oem_xval_dense.cpp
src/oem_logistic_dense.cpp
src/oem_dense.cpp
src/utils.h
src/utils.cpp
src/oem_dense.h
src/oem_logistic_sparse.h
src/debug.h
src/oem_xtx.h
src/DataStd.h
src/oem_big.cpp
src/Makevars.win
src/lanczos.h
src/oem_big.h
src/oem_xtx.cpp
NAMESPACE
R
R/utils.R R/oem_xtx.R R/cv_oem.R R/oem.R R/methods.R R/deprecated_functions.R R/big_oem.R R/oem_xval.R
vignettes
vignettes/oem.css
vignettes/mult-1.png
vignettes/oem_vignette.Rmd
README.md
MD5
build
build/vignette.rds
DESCRIPTION
man
man/big.oem.Rd man/deprecated.Rd man/predict.xval.oem.Rd man/logLik.Rd man/predict.cv.oem.Rd man/xval.oem.Rd man/oem.xtx.Rd man/oem.Rd man/cv.oem.Rd man/print.Rd man/plot.Rd man/predict.oem.Rd man/summary.Rd

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