oem: Orthogonalizing EM: Penalized Regression for Big Tall Data
Version 2.0.8

Solves penalized least squares problems for big tall data using the orthogonalizing EM algorithm of Xiong et al. (2016) . 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.

Package details

AuthorBin Dai [aut], Jared Huling [aut, cre], Yixuan Qiu [ctb], Gael Guennebaud [cph], Jitse Niesen [cph]
Date of publication2018-03-26 04:04:31 UTC
MaintainerJared Huling <[email protected]>
LicenseGPL (>= 2)
Version2.0.8
URL https://arxiv.org/abs/1801.09661 https://github.com/jaredhuling/oem https://jaredhuling.github.io/oem
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("oem")

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oem documentation built on April 1, 2018, 12:08 p.m.