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.


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("cmenet")

0.1.1 by Simon Mak, 18 days ago


Browse source code at https://github.com/cran/cmenet


Authors: Simon Mak


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, MASS, glmnet, hierNet, sparsenet

Linking to Rcpp, RcppArmadillo


See at CRAN