hierNet v1.9

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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.

Functions in hierNet

Name Description
predict.hierNet Prediction function for hierNet and hierNet.logistic.
hierNet.logistic.path Fit a path of logistic hierNet models- lasso models with interactions
predict.hierNet.path Prediction function for hierNet.path and hierNet.logistic.path.
hierNet.logistic A logistic regression Lasso for interactions
hierNet.cv Cross-validation function for hierNet
hierNet.varimp Variable importance for hierNet.
hierNet-internal Internal hierNet functions
predict.hierNet.logistic Prediction function for hierNet.logistic.
hierNet A Lasso for interactions
hierNet.path Fit a path of hierNet models- lasso models with interactions
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Details

License GPL-2
NeedsCompilation yes
Packaged 2020-02-03 20:40:07 UTC; jacobbien
Repository CRAN
Date/Publication 2020-02-05 13:10:20 UTC
Contributors Rob Tibshirani, Jacob Bien

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