xyz: The 'xyz' Algorithm for Fast Interaction Search in High-Dimensional Data

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 <>.

Package details

AuthorGian-Andrea Thanei
MaintainerGian-Andrea Thanei <>
Package repositoryView on CRAN
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xyz documentation built on May 2, 2019, 10:25 a.m.