LassoBacktracking: Modelling Interactions in High-Dimensional Data with Backtracking
Version 0.1.2

Implementation of the algorithm introduced in Shah, R. D. (2016) . Data with thousands of predictors can be handled. The algorithm performs sequential Lasso fits on design matrices containing increasing sets of candidate interactions. Previous fits are used to greatly speed up subsequent fits so the algorithm is very efficient.

Getting started

Package details

AuthorRajen Shah [aut, cre]
Date of publication2017-04-04 08:48:43 UTC
MaintainerRajen Shah <[email protected]>
LicenseGPL (>= 2)
Version0.1.2
URL www.jmlr.org/papers/volume17/13-515/13-515.pdf
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("LassoBacktracking")

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LassoBacktracking documentation built on May 29, 2017, 3:46 p.m.