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Variable and interaction selection are essential to classification in high-dimensional setting. In this package, we provide the implementation of SODA procedure, which is a forward-backward algorithm that selects both main and interaction effects under logistic regression and quadratic discriminant analysis. We also provide an extension, S-SODA, for dealing with the variable selection problem for semi-parametric models with continuous responses.
Package details |
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Author | Yang Li, Jun S. Liu |
Maintainer | Yang Li <yangli.stat@gmail.com> |
License | GPL-2 |
Version | 1.2 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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