API Documentation

Estimators

Functions

ada_svr(X, y[, rcond])

Statistical inference procedure presented in Gaonkar et al. [R8be6f7fc6541-1].

aggregate_quantiles(list_one_sided_pval[, ...])

Aggregation of survival function values by adaptive quantile procedure

clustered_inference(X_init, y, ward, n_clusters)

Clustered inference algorithm

data_simulation

desparsified_lasso(X, y[, dof_ajdustement, ...])

Desparsified Lasso with confidence intervals

ensemble_clustered_inference(X_init, y, ...)

Ensemble clustered inference algorithm

group_reid(X, Y[, fit_Y, stationary, ...])

Estimation of the covariance matrix using group Reid procedure

hd_inference(X, y, method[, n_jobs, memory, ...])

Wrap-up high-dimensional inference procedures

knockoff_aggregation(X, y[, centered, ...])

This function implements the aggregation of multiple knockoffs introduced by Nguyen et al.[#pmlr-v119-nguyen20a]_

model_x_knockoff(X, y[, fdr, offset, ...])

Model-X Knockoff inference procedure to control False Discoveries Rate, based on Candes et al.[#candesPanningGoldModelX2017]_

multivariate_1D_simulation([n_samples, ...])

Generate 1D data with Toeplitz design matrix

permutation_test_cv(X, y[, n_permutations, ...])

Cross-validated permutation test shuffling the target

reid(X, y[, eps, tol, max_iter, n_jobs, seed])

Estimation of noise standard deviation using Reid procedure

standardized_svr(X, y[, Cs, n_jobs])

Cross-validated SVR

zscore_from_pval(pval[, one_minus_pval, distrib])

Computing z-scores from one-sided p-values.

Classes

LOCO(estimator, loss, score_proba, ...)

Leave-One-Covariate-Out (LOCO) algorithm as described in CHAMMA et al.[#Chamma_NeurIPS2023]_.

CPI(estimator, imputation_model, ...)

Conditional Permutation Importance (CPI) algorithm.

PermutationImportance(estimator, ...)