Description
Sparse Reluctant Interaction Modeling.
Description
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 <arXiv:1907.08414>.
README.md
sprintr
The sprintr package contains implementation of a computationally efficient method to fit large-scale interaction models based on a reluctant interaction selection principle. The details of the method can be found in Yu, Bien, and Tibshirani (2019) Reluctant Interaction Modeling.
To install sprintr from github, type in R console
devtools::install_github("hugogogo/sprintr", build_vignettes = TRUE)
Note that the installation above requires using R package devtools (which can be installed using install.packages("devtools")).
Please check the accompanying vignette on how to use the sprintr package. To read vignette, after installing the package, type in R console
browseVignettes("sprintr")