r-xyz 0.2 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.
- Website: https://cran.r-project.org/web/packages/xyz/
- License: GPL 2+
- Package source: cran.scm
- Patches: None
- Builds: x86_64-linux, i686-linux