higlasso: Hierarchical Integrative Group LASSO
Environmental health studies are increasingly measuring multiple pollutants
to characterize the joint health effects attributable to exposure mixtures.
However, the underlying dose-response relationship between toxicants and
health outcomes of interest may be highly nonlinear, with possible nonlinear
interaction effects. Hierarchical integrative group least absolute shrinkage
and selection operator (HiGLASSO), developed by Boss et al (2020)
<arXiv:2003.12844>, is a general framework to identify noteworthy nonlinear
main and interaction effects in the presence of group structures among a set
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