MaximinInfer: Inference for Maximin Effect in High-Dimensional Settings

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

Getting started

Package details

AuthorZhenyu Wang; Zijian Guo
MaintainerZhenyu Wang <wangzy0701@gmail.com>
LicenseGPL-3
Version1.0.0
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MaximinInfer")

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MaximinInfer documentation built on Nov. 8, 2021, 5:07 p.m.