R package oem. Orthogonalizing EM. Solves penalized least squares problems using the orthogonalizing EM algorithm of Xiong et al. (2016) <<a href=”http://dx.doi.org/10.1080/00401706.2015.1054436”>doi:10.1080/00401706.2015.1054436</a>>. 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.

Keywords for this software

Anything in here will be replaced on browsers that support the canvas element

References in zbMATH (referenced in 1 article )

Showing result 1 of 1.
Sorted by year (citations)

  1. Liu, Wenchen; Tang, Yincai; Wu, Xianyi: Separating variables to accelerate non-convex regularized optimization (2020)