xyz: 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 <https://arxiv.org/pdf/1610.05108v1.pdf>.
| Version: |
0.2 |
| Imports: |
stats, Rcpp (≥ 0.12.6) |
| LinkingTo: |
Rcpp |
| Suggests: |
knitr, rmarkdown |
| Published: |
2017-04-03 |
| 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 |
Downloads:
Reverse dependencies:
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