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jaredhuling committed Jan 31, 2018
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1 change: 1 addition & 0 deletions .Rbuildignore
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^.*\docs$
^\_pkgdown\.yml$
docs
^_pkgdown\.yml$
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---
output:
html_document:
keep_md: yes
self_contained: true
---

[![version](http://www.r-pkg.org/badges/version/oem)](https://cran.r-project.org/package=oem)

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```
## Unit: seconds
## expr min lq mean median uq max
## glmnet[lasso] 8.833903 9.183343 9.389654 9.320551 9.544755 10.065720
## oem[lasso] 2.442387 2.465268 2.788550 2.512572 2.589450 3.933071
## neval
## 5
## 5
## expr min lq mean median uq max neval
## glmnet[lasso] 7.616984 7.670183 8.514817 7.898470 9.637024 9.751421 5
## oem[lasso] 1.996244 2.003222 2.324996 2.476883 2.481595 2.667038 5
```

```r
Expand Down Expand Up @@ -164,24 +167,37 @@ microbenchmark(
)
```

```
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
## Warning message: some lam not reached by the plus path and dropped
```

```
## Unit: milliseconds
## expr min lq mean median uq
## sparsenet[mcp] 2054.4334 2122.5534 2274.3683 2340.3278 2422.9139
## oem[mcp] 195.7824 197.5895 219.2504 205.1142 212.9871
## ncvreg[mcp] 8369.8845 8492.1912 8785.6864 8550.9797 8978.4623
## plus[mcp] 1991.5855 2111.7105 2265.8972 2184.3521 2194.6665
## oem[scad] 166.6919 184.1331 248.8763 252.6000 290.2139
## ncvreg[scad] 8805.7614 8846.4476 9065.0837 8874.1861 8996.8070
## plus[scad] 2296.1831 2511.2433 2747.7085 2610.2044 2958.5915
## max neval
## 2431.6130 5
## 284.7789 5
## 9536.9143 5
## 2847.1715 5
## 350.7428 5
## 9802.2163 5
## 3362.3203 5
## expr min lq mean median uq
## sparsenet[mcp] 1870.3825 1897.3016 1992.7424 1971.0109 2103.2617
## oem[mcp] 164.4379 170.4252 192.3027 183.4806 193.1937
## ncvreg[mcp] 7671.8966 7740.8084 9051.8629 8876.4065 10325.8459
## plus[mcp] 1776.5154 1790.0231 1860.0176 1892.0244 1897.6557
## oem[scad] 143.2219 145.5737 183.6470 162.3336 223.1467
## ncvreg[scad] 8294.6156 8382.9892 8876.6335 8569.4307 8929.7007
## plus[scad] 1967.3340 2002.2385 2197.8126 2040.8034 2265.3013
## max neval
## 2121.7553 5
## 249.9762 5
## 10644.3570 5
## 1943.8696 5
## 243.9589 5
## 10206.4314 5
## 2713.3860 5
```

```r
Expand Down Expand Up @@ -253,16 +269,16 @@ microbenchmark(

```
## Unit: milliseconds
## expr min lq mean median uq
## gglasso[grp.lasso] 3673.9697 3696.0798 3864.3264 3721.6209 3940.9336
## oem[grp.lasso] 111.0805 118.1991 127.0424 128.1041 128.6354
## grplasso[grp.lasso] 8064.6128 8481.2110 9321.8691 8640.0793 10368.1730
## grpreg[grp.lasso] 2109.4914 2133.7164 2801.5398 2173.8997 2619.8730
## max neval
## 4289.0282 5
## 149.1926 5
## 11055.2695 5
## 4970.7184 5
## expr min lq mean median uq
## gglasso[grp.lasso] 3451.9361 3527.1668 3725.9058 3567.4282 3788.6514
## oem[grp.lasso] 102.4715 102.9479 109.6887 106.1223 112.7925
## grplasso[grp.lasso] 7283.1936 7288.3713 7583.3184 7462.9057 7813.2570
## grpreg[grp.lasso] 2102.5228 2203.5969 2364.4391 2411.9645 2456.5509
## max neval
## 4294.3464 5
## 124.1094 5
## 8068.8644 5
## 2647.5606 5
```

```r
Expand Down Expand Up @@ -304,7 +320,7 @@ system.time(res <- oem(x, y,

```
## user system elapsed
## 4.03 0.22 4.49
## 3.27 0.15 3.54
```

### Fitting Multiple Penalties
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```
## Unit: milliseconds
## expr min lq mean median uq
## oem[lasso] 234.2884 319.8251 352.8868 381.2856 391.7862
## oem[lasso/mcp/scad/ols] 288.3188 298.5905 376.7296 314.5128 388.8857
## oem[lasso] 210.8358 211.8771 216.7132 212.0374 216.3045
## oem[lasso/mcp/scad/ols] 253.4266 255.4275 260.8576 262.4604 263.0718
## max neval
## 437.2486 5
## 593.3399 5
## 232.5109 5
## 269.9019 5
```

```r
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