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High dimensional interaction search by brute force requires a quadratic computational cost in the number of variables. The xyz algorithm provably finds strong interactions in almost linear time. For details of the algorithm see: G. Thanei, N. Meinshausen and R. Shah (2016). The xyz algorithm for fast interaction search in high-dimensional data <https://arxiv.org/pdf/1610.05108v1.pdf>.
Package details |
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Author | Gian-Andrea Thanei |
Maintainer | Gian-Andrea Thanei <thanei@stat.math.ethz.ch> |
License | GPL |
Version | 0.2 |
Package repository | View on CRAN |
Installation |
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