The sprintr
package contains implementation of a computationally efficient method to fit large-scale interaction models based on a reluctant interaction selection principle.
The details of the method can be found in
Yu, Bien, and Tibshirani (2019) Reluctant Interaction Modeling.
To install sprintr
from github, type in R console
devtools::install_github("hugogogo/sprintr", build_vignettes = TRUE)
Note that the installation above requires using R package devtools
(which can be installed using install.packages("devtools")
).
Please check the accompanying vignette on how to use the sprintr
package. To read vignette, after installing the package, type in R console
browseVignettes("sprintr")
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