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.


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install.packages("hierNet")

1.7 by Jacob Bien, a year 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