zywang0701/MaximinInfer: Inference for Maximin Effects 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.
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Package details |
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| Author | Zhenyu Wang; Zijian Guo |
| Maintainer | Zhenyu Wang <zw425@stat.rutgers.edu> |
| License | GPL-3 |
| Version | 2.0.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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