oem: Orthogonalizing EM

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.

AuthorBin Dai [aut], Jared Huling [aut, cre], Yixuan Qiu [ctb]
Date of publication2016-10-26 10:37:50
MaintainerJared Huling <jaredhuling@gmail.com>
LicenseGPL (>= 2)
Version2.0.3
https://github.com/jaredhuling/oem

View on CRAN

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

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.