simone0628/hat: Hierarchical Aggregation through Testing

This package achieves aggregation based on a tree while controling False Split Rate under a pre-specified level, as described in the paper "Controlling the False Split Rate in Tree-Based Aggregation". This package includes a function that performs the hierarchical testing procedure, as well as two functions that achieve aggregation in the two main applications: (a) Aggregate observations with the same means. (b) Aggregate features with the same coefficients in linear regression.

install.packages("remotes")
remotes::install_github("simone0628/hat")