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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
Browse package contents
Package details |
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| Author | Jacob Bien and Rob Tibshirani |
| Maintainer | Jacob Bien <jbien@usc.edu> |
| License | GPL-2 |
| Version | 1.9 |
| Package repository | View on CRAN |
| Installation |
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