multiPIM: Variable Importance Analysis with Population Intervention Models
Version 1.4-3

Performs variable importance analysis using a causal inference approach. This is done by fitting Population Intervention Models. The default is to use a Targeted Maximum Likelihood Estimator (TMLE). The other available estimators are Inverse Probability of Censoring Weighted (IPCW), Double-Robust IPCW (DR-IPCW), and Graphical Computation (G-COMP) estimators. Inference can be obtained from the influence curve (plug-in) or by bootstrapping.

Getting started

Package details

AuthorStephan Ritter <[email protected]>, Alan Hubbard <[email protected]>, Nicholas Jewell <[email protected]>
Date of publication2015-02-25 08:12:42
MaintainerStephan Ritter <[email protected]>
LicenseGPL (>= 2)
Version1.4-3
URL http://www.jstatsoft.org/v57/i08/
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("multiPIM")

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multiPIM documentation built on May 29, 2017, 10:57 a.m.