# hierNet.varimp: Variable importance for hierNet. In hierNet: A Lasso for Hierarchical Interactions

## Description

(This is an experimental function.) Calculates a measure of the importance of each variable.

## Usage

 `1` ```hierNet.varimp(fit, x, y, ...) ```

## Arguments

 `fit` The results of a call to the "hierNet" `x` The training set feature matrix used in call produced "fit" `y` The training set response vector used in call produced "fit" `...` additional arguments (not currently used)

## Value

Table of variable importance.

## Author(s)

Jacob Bien and Robert Tibshirani

## References

Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.

hierNet, hierNet.path

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10``` ```set.seed(12) x=matrix(rnorm(100*10),ncol=10) x=scale(x,TRUE,TRUE) y=x[,1]+2*x[,2]+ x[,1]*x[,2]+3*rnorm(100) newx=matrix(rnorm(100*10),ncol=10) fit=hierNet(x,y,lam=50) yhat=predict(fit,newx) fit=hierNet.path(x,y) yhat=predict(fit,newx) ```

### Example output

```GG converged in 31 iterations.
i,lam= 1 129.72
GG converged in 1 iterations.
i,lam= 2 101.8
GG converged in 20 iterations.
i,lam= 3 79.89
GG converged in 26 iterations.
i,lam= 4 62.69
GG converged in 26 iterations.
i,lam= 5 49.2
GG converged in 26 iterations.
i,lam= 6 38.61
GG converged in 48 iterations.
i,lam= 7 30.3
GG converged in 57 iterations.
i,lam= 8 23.78
GG converged in 62 iterations.
i,lam= 9 18.66
GG converged in 55 iterations.
i,lam= 10 14.64
GG converged in 63 iterations.
i,lam= 11 11.49
GG converged in 60 iterations.
i,lam= 12 9.02
GG converged in 119 iterations.
i,lam= 13 7.08
GG converged in 122 iterations.
i,lam= 14 5.55
GG converged in 139 iterations.
i,lam= 15 4.36
GG converged in 147 iterations.
i,lam= 16 3.42
GG converged in 200 iterations.
i,lam= 17 2.68
GG converged in 374 iterations.
i,lam= 18 2.11
GG converged in 291 iterations.
i,lam= 19 1.65
GG converged in 602 iterations.
i,lam= 20 1.3
GG converged in 657 iterations.
```

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