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hierNet (version 1.9)

A Lasso for Hierarchical Interactions

Description

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.

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Version

Install

install.packages('hierNet')

Monthly Downloads

284

Version

1.9

License

GPL-2

Maintainer

Jacob Bien

Last Published

February 5th, 2020

Functions in hierNet (1.9)

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