Sparse Reluctant Interaction Modeling

An implementation of a computationally efficient method to fit large-scale interaction models based on the reluctant interaction selection principle. The method and its properties are described in greater depth in Yu, G., Bien, J., and Tibshirani, R.J. (2019) "Reluctant interaction modeling", which is available at .


Reference manual

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0.9.0 by Guo Yu, a year ago

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Authors: Guo Yu [aut, cre]

Documentation:   PDF Manual  

GPL-3 license

Imports Rcpp, glmnet

Suggests knitr, rmarkdown

Linking to Rcpp, RcppArmadillo

See at CRAN