Usage of the oem Package
Introduction | Installation | Quick Start | Key Features | Available functions | Available Penalties | Available Model Families | Fitting multiple penalties at once | Timing Comparison | Linear Regression | Logistic Regression | Cross Validation | Extremely Fast Cross Validation for Linear Models | Evaluation Metrics | Misclassification Rate | Area Under the ROC Curve | Methods for Very Large Scale Problems | OEM with Precomputed $X^TX$, $X^TY$ for Linear Models | Out-of-memory Computation | Other Features | Parallelization via OpenMP | Penalty Adjustment | More Information | References