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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 <https://arxiv.org/pdf/1610.05108v1.pdf>.
Browse package contents
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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