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.

Getting started

Package details

AuthorJacob Bien and Rob Tibshirani
MaintainerJacob Bien <jbien@usc.edu>
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:

Try the hierNet package in your browser

Any scripts or data that you put into this service are public.

hierNet documentation built on Feb. 6, 2020, 5:09 p.m.