LassoBacktracking

Modelling Interactions in High-Dimensional Data with Backtracking

CRAN Package

Implementation of the algorithm introduced in Shah, R. D. (2016) . Data with thousands of predictors can be handled. The algorithm performs sequential Lasso fits on design matrices containing increasing sets of candidate interactions. Previous fits are used to greatly speed up subsequent fits, so the algorithm is very efficient.


Team


Insights

Last 30 days

Last 365 days

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports3 packages
  • Linking To1 package