The sprintr
package contains implementation of a computationally efficient method to fit large-scale interaction models based on a reluctant interaction selection principle.
The details of the method can be found in
Yu, Bien, and Tibshirani (2021) Reluctant Interaction Modeling, v2.
To install sprintr
from github, type in R console
devtools::install_github("hugogogo/sprintr", build_vignettes = TRUE)
Note that the installation above requires using R package devtools
(which can be installed using install.packages("devtools")
).
A vignette contains examples of how to use the package.
Note that the sprinter method is changed in v2 of the manuscript. This package reflects this change.
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