xyz: The 'xyz' Algorithm for Fast Interaction Search in High-Dimensional Data
Version 0.2

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
Date of publication2017-04-03 16:39:20 UTC
MaintainerGian-Andrea Thanei <thanei@stat.math.ethz.ch>
LicenseGPL
Version0.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("xyz")

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xyz documentation built on May 30, 2017, 1:52 a.m.