jaredhuling / oem

Penalized least squares estimation using the Orthogonalizing EM (OEM) algorithm

Home Page:http://jaredhuling.org/oem

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implement fast cross validation (xval) for big.matrix objects

jaredhuling opened this issue · comments

This issue is for an implementation of the fast cross validation algorithm as implemented in xval.oem() for big.matrix objects. This may take some serious work.