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Variable and interaction selection are essential to classification in highdimensional setting. In this package, we provide the implementation of SODA procedure, which is a forwardbackward algorithm that selects both main and interaction effects under logistic regression and quadratic discriminant analysis. We also provide an extension, SSODA, for dealing with the variable selection problem for semiparametric models with continuous responses.
Package details 


Author  Yang Li, Jun S. Liu 
Date of publication  20170529 21:29:06 UTC 
Maintainer  Yang Li <yangli.stat@gmail.com> 
License  GPL2 
Version  1.0 
Package repository  View on CRAN 
Installation 
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