A Lasso for Hierarchical Interactions
Internal hierNet functions
Cross-validation function for hierNet
Fit a path of logistic hierNet models- lasso models with interactions
A logistic regression Lasso for interactions
Fit a path of hierNet models- lasso models with interactions
A Lasso for interactions
Variable importance for hierNet.
Prediction function for hierNet.logistic.
Prediction function for hierNet.path and hierNet.logistic.path.
Prediction function for hierNet and hierNet.logistic.
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.