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

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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>.

Author
Gian-Andrea Thanei
Date of publication
2016-11-05 00:43:10
Maintainer
Gian-Andrea Thanei <thanei@stat.math.ethz.ch>
License
GPL
Version
0.1

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Man pages

xyz
xyz: A package for fast interaction search in high...
xyz_regression
Elasticnet with interactions (glmnet)
xyz_search
Interaction search

Files in this package

xyz
xyz/inst
xyz/inst/doc
xyz/inst/doc/xyz-vignette.R
xyz/inst/doc/xyz-vignette.Rmd
xyz/inst/doc/xyz-vignette.html
xyz/src
xyz/src/core.cpp
xyz/src/RcppExports.cpp
xyz/NAMESPACE
xyz/R
xyz/R/regression.R
xyz/R/xyz.R
xyz/R/search.R
xyz/R/RcppExports.R
xyz/vignettes
xyz/vignettes/regression.R
xyz/vignettes/vignettecode.R
xyz/vignettes/search.R
xyz/vignettes/core.cpp
xyz/vignettes/xyz-vignette.Rmd
xyz/README.md
xyz/MD5
xyz/build
xyz/build/vignette.rds
xyz/DESCRIPTION
xyz/man
xyz/man/xyz_regression.Rd
xyz/man/xyz.Rd
xyz/man/xyz_search.Rd