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 quadratic discriminant analysis and logistic regression model.
|Author||Yang Li, Jun S. Liu|
|Date of publication||2015-11-16 08:20:20|
|Maintainer||Yang Li <email@example.com>|