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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). 11111141.
Package details 


Author  Jacob Bien and Rob Tibshirani 
Date of publication  20140429 08:50:35 
Maintainer  Jacob Bien <[email protected]> 
License  GPL2 
Version  1.6 
Package repository  View on CRAN 
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