rIsing: High-Dimensional Ising Model Selection.

Description

Fits an Ising model to a binary dataset using L1-regularized logistic regression and BIC. Also includes a fast lasso logistic regression function for high-dimensional problems. Uses the 'libLBFGS' optimization library by Naoki Okazaki.

rIsing functions

  • logreg: L1-regularized logistic regression using OWL-QN L-BFGS-B optimization.

  • Ising: Ising Model selection using L1-regularized logistic regression and extended BIC.

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