The sprintr package contains implementation of a
computationally efficient method to fit large-scale interaction models
based on a reluctant interaction selection principle. The details of the
method can be found in Yu,
Bien, and Tibshirani (2019) Reluctant Interaction
Modeling.
To install sprintr from github, type in R console
devtools::install_github("hugogogo/sprintr", build_vignettes = TRUE)Note that the installation above requires using R package devtools (which
can be installed using install.packages("devtools")).
Please check the accompanying vignette on how to use the
sprintr package. To read vignette, after installing the
package, type in R console
browseVignettes("sprintr")