LassoBacktracking
Modelling Interactions in High-Dimensional Data with Backtracking
Implementation of the algorithm introduced in Shah, R. D. (2016) https://www.jmlr.org/papers/volume17/13-515/13-515.pdf. 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.
- Version1.1
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release12/08/2022
Team
Rajen Shah
Insights
Last 30 days
This package has been downloaded 212 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 28 times.
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Last 365 days
This package has been downloaded 2,738 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Sep 11, 2024 with 31 downloads.
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Dependencies
- Imports2 packages
- Linking To1 package