Package: glinternet 1.0.12

glinternet: Learning Interactions via Hierarchical Group-Lasso Regularization

Group-Lasso INTERaction-NET. Fits linear pairwise-interaction models that satisfy strong hierarchy: if an interaction coefficient is estimated to be nonzero, then its two associated main effects also have nonzero estimated coefficients. Accommodates categorical variables (factors) with arbitrary numbers of levels, continuous variables, and combinations thereof. Implements the machinery described in the paper "Learning interactions via hierarchical group-lasso regularization" (JCGS 2015, Volume 24, Issue 3). Michael Lim & Trevor Hastie (2015) <doi:10.1080/10618600.2014.938812>.

Authors:Michael Lim, Trevor Hastie

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glinternet.pdf |glinternet.html
glinternet/json (API)

# Install 'glinternet' in R:
install.packages('glinternet', repos = c('https://michael626.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openmp

4.18 score 12 stars 2 packages 42 scripts 1.0k downloads 5 mentions 2 exports 0 dependencies

Last updated 3 years agofrom:67a32a33d0. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 14 2025
R-4.5-win-x86_64OKJan 14 2025
R-4.5-linux-x86_64OKJan 14 2025
R-4.4-win-x86_64OKJan 14 2025
R-4.4-mac-x86_64OKJan 14 2025
R-4.4-mac-aarch64OKJan 14 2025
R-4.3-win-x86_64OKJan 14 2025
R-4.3-mac-x86_64OKJan 14 2025
R-4.3-mac-aarch64OKJan 14 2025

Exports:glinternetglinternet.cv

Dependencies: