Package: LassoBacktracking
Type: Package
Title: Modelling Interactions in High-Dimensional Data with
        Backtracking
Version: 1.1
Date: 2022-12-08
Authors@R: person("Rajen", "Shah", email = "r.shah@statslab.cam.ac.uk",
                  role = c("aut", "cre"))
Description: Implementation of the algorithm introduced in Shah, R. D.
        (2016)
        <https://www.jmlr.org/papers/volume17/13-515/13-515.pdf>. Data
        with thousands of predictors can be handled. The algorithm
        performs sequential Lasso fits on design matrices containing
        increasing sets of candidate interactions. Previous fits are
        used to greatly speed up subsequent fits, so the algorithm is
        very efficient.
License: GPL (>= 2)
Imports: Matrix, parallel, Rcpp
LinkingTo: Rcpp
URL: https://www.jmlr.org/papers/volume17/13-515/13-515.pdf
Encoding: UTF-8
RoxygenNote: 7.2.1
NeedsCompilation: yes
Author: Rajen Shah [aut, cre]
Maintainer: Rajen Shah <r.shah@statslab.cam.ac.uk>
Packaged: 2026-10-01 08:39:42 UTC; root
Repository: https://rajenshah.r-universe.dev
Date/Publication: 2022-12-08 14:52:30 UTC
RemoteUrl: https://github.com/cran/LassoBacktracking
RemoteRef: HEAD
RemoteSha: 698fffffe428966161c16f1c8b6a5b5fe8330cdc