Package: oem 2.0.12
oem: Orthogonalizing EM: Penalized Regression for Big Tall Data
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. A description of the underlying methods and code interface is described in Huling and Chien (2022) <doi:10.18637/jss.v104.i06>.
Authors:
oem_2.0.12.tar.gz
oem_2.0.12.tar.gz(r-4.5-noble)oem_2.0.12.tar.gz(r-4.4-noble)
oem_2.0.12.tgz(r-4.4-emscripten)oem_2.0.12.tgz(r-4.3-emscripten)
oem.pdf |oem.html✨
oem/json (API)
# Install 'oem' in R: |
install.packages('oem', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/jaredhuling/oem/issues
Last updated 4 months agofrom:98789746bc. Checks:OK: 2. Indexed: no.
Target | Result | Date |
---|---|---|
Doc / Vignettes | OK | Oct 30 2024 |
R-4.5-linux-x86_64 | OK | Oct 30 2024 |
Exports:big.oemcv.oemcv.oemfitoemoem.xtxoemfitxval.oem
Dependencies:BHbigmemorybigmemory.sricodetoolsforeachiteratorslatticeMatrixRcppRcppArmadilloRcppEigenRSpectrauuid
Readme and manuals
Help Manual
Help page | Topics |
---|---|
Orthogonalizing EM for big.matrix objects | big.oem |
Cross validation for Orthogonalizing EM | cv.oem |
log likelihood function for fitted oem objects | logLik.cv.oem logLik.oem logLik.xval.oem |
Orthogonalizing EM | oem |
Orthogonalizing EM with precomputed XtX | oem.xtx |
Deprecated functions | cv.oemfit oem-deprecated oemfit plot.oemfit predict.oemfit print.oemfit |
Plot method for Orthogonalizing EM fitted objects | plot.cv.oem plot.oem plot.xval.oem |
Prediction function for fitted cross validation oem objects | predict.cv.oem |
Prediction method for Orthogonalizing EM fitted objects | predict.oem |
Prediction function for fitted cross validation oem objects | predict.xval.oem |
print method for 'summary.cv.oem' objects | print.summary.cv.oem |
summary method for cross validation Orthogonalizing EM fitted objects | summary.cv.oem summary.xval.oem |
Fast cross validation for Orthogonalizing EM | xval.oem |