oem: Orthogonalizing EM

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Solves penalized least squares problems 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.

Author
Bin Dai [aut], Jared Huling [aut, cre], Yixuan Qiu [ctb]
Date of publication
2016-10-26 10:37:50
Maintainer
Jared Huling <jaredhuling@gmail.com>
License
GPL (>= 2)
Version
2.0.3
URLs

View on CRAN

Man pages

big.oem
Orthogonalizing EM
cv.oem
Orthogonalizing EM
deprecated
Deprecated functions
logLik
log likelihood function for fitted oem objects
oem
Orthogonalizing EM
oem.xtx
Orthogonalizing EM
plot
Plot method for Orthogonalizing EM fitted objects
predict.cv.oem
Prediction function for fitted cross validation oem objects
predict.oem
Prediction method for Orthogonalizing EM fitted objects
predict.xval.oem
Prediction function for fitted cross validation oem objects
print
print method for 'summary.cv.oem' objects
summary
summary method for cross validation Orthogonalizing EM fitted...
xval.oem
Orthogonalizing EM

Files in this package

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