Description Usage Arguments Value See Also Examples

This is the main function that fits interaction models with a path of tuning parameters (for Step 3).

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`x` |
An |

`y` |
A response vector of size |

`num_keep` |
Number of candidate interactions to keep in Step 2. If |

`square` |
Indicator of whether squared effects should be fitted in Step 1. Default to be FALSE. |

`lambda` |
A user specified list of tuning parameter. Default to be NULL, and the program will compute its own |

`nlam` |
The number of |

`lam_min_ratio` |
The ratio of the smallest and the largest values in |

An object of S3 class "`sprinter`

".

`n`

The sample size.

`p`

The number of main effects.

`a0`

Estimate of intercept.

`coef`

Estimate of regression coefficients.

`idx`

Indices of all main effects and interactions in Step 3.

`fitted`

Fitted response value. It is a

`n`

-by-`nlam`

matrix, with each column representing a fitted response vector for a value of lambda.`lambda`

The sequence of

`lambda`

values used.`call`

Function call.

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