Package: LassoBacktracking
Type: Package
Title: Modelling Interactions in High-Dimensional Data with
        Backtracking
Version: 0.1.1
Date: 2016-04-13
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) Modelling interactions in high-dimensional data with Backtracking, JMLR,
    to appear". Data with thousands of predictors can be handled. The algorithm
    performs sequential Lasso (Tibshirani, 1996) 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
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-04-14 10:50:21 UTC; rds37
Author: Rajen Shah [aut, cre]
Maintainer: Rajen Shah <r.shah@statslab.cam.ac.uk>
Repository: CRAN
Date/Publication: 2016-04-14 14:49:49
