title: How to generate all first-order interaction terms for Lasso Logistic Regression?
body: <p>Is there a way in glmnet to do first order interactions?</p>
  
  <p>For instance, if my X matrix was:</p>
  
  <pre><code>V1 V2 V3
  0  1   0
  1  0   1
  1  0   0
  ...
  </code></pre>
  
  <p>Is there a way to specify that it do something along the lines of `y~ V1 + V2 + V3 + V1*V2 + V2 *V3 + V1*V3' without manually creating the columns? My actual matrix is larger and would be a pain to create all first order cross products by hand.</p>