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 <firstname.lastname@example.org>|
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...