oem

MaRDI QIDQ29251swMATHCRANFDO

Authors Jared D Huling, Bin Dai

Last update 31 July 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 2.0.11, PACKAGES.rds, 1.01, 1.02.1, 1.02, 2.0.1, 2.0.2, 2.0.3, 2.0.4, 2.0.5, 2.0.6, 2.0.7, 2.0.8, 2.0.9, 2.0.10, 2.0.12

Official website https://cran.r-project.org/web/packages/oem/index.html

Source code repository https://github.com/cran/oem

Description

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>.

Cites work

• Fast Penalized Regression and Cross Validation for Tall Data with the oem Package
• Orthogonalizing EM: A Design-Based Least Squares Algorithm

Cited in

(4)

• Separating variables to accelerate non-convex regularized optimization
• Diagnosis-group-specific transitional care program recommendations for 30-day rehospitalization reduction
• cvplogistic
• WpProj

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