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 <https://arxiv.org/pdf/1610.05108v1.pdf>.
Version: | 0.1 |
Imports: | stats, Rcpp (≥ 0.12.6) |
LinkingTo: | Rcpp |
Suggests: | knitr, rmarkdown |
Published: | 2016-11-05 |
Author: | Gian-Andrea Thanei |
Maintainer: | Gian-Andrea Thanei <thanei at stat.math.ethz.ch> |
License: | GPL-2 | GPL-3 [expanded from: GPL] |
NeedsCompilation: | yes |
SystemRequirements: | C++11 |
Materials: | README |
CRAN checks: | xyz results |
Reference manual: | xyz.pdf |
Vignettes: |
Vignette Title |
Package source: | xyz_0.1.tar.gz |
Windows binaries: | r-devel: xyz_0.1.zip, r-release: xyz_0.1.zip, r-oldrel: xyz_0.1.zip |
OS X Mavericks binaries: | r-release: xyz_0.1.tgz, r-oldrel: xyz_0.1.tgz |
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