oem (2.0.7)

Orthogonalizing EM.


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.

Maintainer: Jared Huling
Author(s): Bin Dai [aut], Jared Huling [aut, cre], Yixuan Qiu [ctb], Gael Guennebaud [cph], Jitse Niesen [cph]

License: GPL (>= 2)

Uses: bigmemory, foreach, Matrix, Rcpp, knitr, rmarkdown

Released over 2 years ago.