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, method, random_state, ...)	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, ...)