xyz (0.2)

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The 'xyz' Algorithm for Fast Interaction Search in High-Dimensional Data.

High dimensional interaction search by brute force requires a quadratic computational cost in the number of variables. The xyz algorithm provably finds strong interactions in almost linear time. For details of the algorithm see: G. Thanei, N. Meinshausen and R. Shah (2016). The xyz algorithm for fast interaction search in high-dimensional data .

Maintainer: Gian-Andrea Thanei
Author(s): Gian-Andrea Thanei

License: GPL

Uses: Rcpp, knitr, rmarkdown

Released over 2 years ago.

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