xyz_search {xyz} | R Documentation |
Interaction search
xyz_search(X, Y, L = 10, N = 100, binary = TRUE, negative = TRUE)
X |
A matrix. |
Y |
A vector. |
L |
An integer indicating how many projection steps are performed. |
N |
A integer, controlling the number of pairs that will be returned in the end. |
binary |
A logical indicating if X is binary or continuous. |
negative |
A logical indicating if also negative interactions should be searched for. |
N
strongest interactions between X
and Y
after L
projections.
G. Thanei, N. Meinshausen and R. Shah (2016). The xyz algorithm for fast interaction search in high-dimensional data. <https://arxiv.org/pdf/1610.05108v1.pdf>
n<-300 p<-1000 #construct a binary matrix X<-matrix(sample(c(-1,1),replace=TRUE,n*p),n,p) #set an interaction of the pair (1,2) Y<-X[,1]*X[,2]+rnorm(n) #run the interaction search result<-xyz_search(X,Y,L=10,N=10,binary=TRUE,negative=TRUE) #print the result print(result)