oem

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.

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References in zbMATH (referenced in 1 article )

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