API Documentation¶
Estimators¶
Functions¶
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Statistical inference procedure presented in Gaonkar et al. [R8be6f7fc6541-1]. |
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Aggregation of survival function values by adaptive quantile procedure |
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Clustered inference algorithm |
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Desparsified Lasso with confidence intervals |
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Ensemble clustered inference algorithm |
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Estimation of the covariance matrix using group Reid procedure |
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Wrap-up high-dimensional inference procedures |
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This function implements the aggregation of multiple knockoffs introduced by Nguyen et al.[#pmlr-v119-nguyen20a]_ |
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Model-X Knockoff inference procedure to control False Discoveries Rate, based on Candes et al.[#candesPanningGoldModelX2017]_ |
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Generate 1D data with Toeplitz design matrix |
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Cross-validated permutation test shuffling the target |
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Estimation of noise standard deviation using Reid procedure |
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Cross-validated SVR |
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Computing z-scores from one-sided p-values. |
Classes¶
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Leave-One-Covariate-Out (LOCO) algorithm as described in CHAMMA et al.[#Chamma_NeurIPS2023]_. |
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Conditional Permutation Importance (CPI) algorithm. |
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