hierNet (1.8)

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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.

Maintainer: Jacob Bien
Author(s): Jacob Bien and Rob Tibshirani

License: GPL-2

Uses: Does not use any package

Released about 1 month ago.

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