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.

Author
Jacob Bien and Rob Tibshirani
Date of publication
2014-04-29 08:50:35
Maintainer
Jacob Bien <jbien@cornell.edu>
License
GPL-2
Version
1.6

View on CRAN

Man pages

hierNet
A Lasso for interactions
hierNet.cv
Cross-validation function for hierNet
hierNet-internal
Internal hierNet functions
hierNet.logistic
A logistic regression Lasso for interactions
hierNet.logistic.path
Fit a path of logistic hierNet models- lasso models with...
hierNet.path
Fit a path of hierNet models- lasso models with interactions
hierNet.varimp
Variable importance for hierNet.
predict.hierNet
Prediction function for hierNet and hierNet.logistic.
predict.hierNet.logistic
Prediction function for hierNet.logistic.
predict.hierNet.path
Prediction function for hierNet.path and...

Files in this package

hierNet
hierNet/src
hierNet/src/hierNet.c
hierNet/NAMESPACE
hierNet/R
hierNet/R/funcs.R
hierNet/MD5
hierNet/DESCRIPTION
hierNet/man
hierNet/man/predict.hierNet.Rd
hierNet/man/hierNet.logistic.Rd
hierNet/man/hierNet.cv.Rd
hierNet/man/predict.hierNet.logistic.Rd
hierNet/man/hierNet.path.Rd
hierNet/man/hierNet-internal.Rd
hierNet/man/hierNet.logistic.path.Rd
hierNet/man/hierNet.Rd
hierNet/man/hierNet.varimp.Rd
hierNet/man/predict.hierNet.path.Rd
hierNet/INDEX