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")