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")