Bi-Level Selection of Conditional Main Effects

Provides functions for implementing cmenet - a bi-level variable selection method for conditional main effects (see Mak and Wu (2018) ). CMEs are reparametrized interaction effects which capture the conditional impact of a factor at a fixed level of another factor. Compared to traditional two-factor interactions, CMEs can quantify more interpretable interaction effects in many problems. The current implementation performs variable selection on only binary CMEs; we are working on an extension for the continuous setting.


Reference manual

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0.1.1 by Simon Mak, a year ago

Browse source code at

Authors: Simon Mak

Documentation:   PDF Manual  

GPL (>= 2) license

Imports Rcpp, MASS, glmnet, hierNet, sparsenet

Linking to Rcpp, RcppArmadillo

See at CRAN