cmenet: Bi-Level Selection of Conditional Main Effects

Provides functions for implementing cmenet - a bi-level variable selection method for conditional main effects (see Mak and Wu (2018) <doi:10.1080/01621459.2018.1448828>). CMEs are reparametrized interaction effects which capture the conditional impact of a factor at a fixed level of another factor. Compared to traditional two-factor interactions, CMEs can quantify more interpretable interaction effects in many problems. The current implementation performs variable selection on only binary CMEs; we are working on an extension for the continuous setting.

Getting started

Package details

AuthorSimon Mak
MaintainerSimon Mak <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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cmenet documentation built on May 28, 2022, 1:06 a.m.