MaximinInfer

Inference for Maximin Effects in High-Dimensional Settings

CRAN Package

Implementation of the sampling and aggregation method for the covariate shift maximin effect, which was proposed in doi:10.48550/arXiv.2011.07568. It constructs the confidence interval for any linear combination of the high-dimensional maximin effect.

  • Version2.0.0
  • R version≥ 2.10
  • LicenseGPL-3
  • Needs compilation?No
  • Last release04/12/2023

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  • Imports5 packages
  • Suggests2 packages