hierNet: A Lasso for Hierarchical Interactions

Fits sparse interaction models for continuous and binary responses subject to the strong (or weak) hierarchy restriction that an interaction between two variables only be included if both (or at least one of) the variables is included as a main effect. For more details, see Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.

Install the latest version of this package by entering the following in R:
install.packages("hierNet")
AuthorJacob Bien and Rob Tibshirani
Date of publication2014-04-29 08:50:35
MaintainerJacob Bien <jbien@cornell.edu>
LicenseGPL-2
Version1.6

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