Package: IADT 1.2.1

Thomas Welchowski

IADT: Interaction Difference Test for Prediction Models

Provides functions to conduct a model-agnostic asymptotic hypothesis test for the identification of interaction effects in black-box machine learning models. The null hypothesis assumes that a given set of covariates does not contribute to interaction effects in the prediction model. The test statistic is based on the difference of variances of partial dependence functions (Friedman (2008) <doi:10.1214/07-AOAS148> and Welchowski (2022) <doi:10.1007/s13253-021-00479-7>) with respect to the original black-box predictions and the predictions under the null hypothesis. The hypothesis test can be applied to any black-box prediction model, and the null hypothesis of the test can be flexibly specified according to the research question of interest. Furthermore, the test is computationally fast to apply as the null distribution does not require resampling or refitting black-box prediction models.

Authors:Thomas Welchowski [aut, cre]

IADT_1.2.1.tar.gz
IADT_1.2.1.tar.gz(r-4.5-noble)IADT_1.2.1.tar.gz(r-4.4-noble)
IADT_1.2.1.tgz(r-4.4-emscripten)IADT_1.2.1.tgz(r-4.3-emscripten)
IADT.pdf |IADT.html
IADT/json (API)

# Install 'IADT' in R:
install.packages('IADT', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 1 stars 139 downloads 2 exports 12 dependencies

Last updated 6 months agofrom:b20fdf0841. Checks:OK: 2. Indexed: yes.

TargetResultDate
Doc / VignettesOKOct 28 2024
R-4.5-linuxOKOct 28 2024

Exports:pdpEst_mpfrtestIAD_mpfr

Dependencies:BHgmplatticeMatrixmgcvmvnfastnlmerbibutilsRcppRcppArmadilloRdpackRmpfr