A Lasso for Hierarchical Interactions

Fits sparse interaction models for continuous and binary responses subject to the strong (or weak) hierarchy restriction that an interaction between two variables only be included if both (or at least one of) the variables is included as a main effect. For more details, see Bien, J., Taylor, J., Tibshirani, R., (2013) "A Lasso for Hierarchical Interactions." Annals of Statistics. 41(3). 1111-1141.


Reference manual

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1.9 by Jacob Bien, 2 years ago

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

Authors: Jacob Bien and Rob Tibshirani

Documentation:   PDF Manual  

GPL-2 license

Imported by atmopt, cmenet.

See at CRAN