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cpi

Conditional Predictive Impact

v0.1.5 · Nov 25, 2024 · GPL (>= 3)

Description

A general test for conditional independence in supervised learning algorithms as proposed by Watson & Wright (2021) <doi:10.1007/s10994-021-06030-6>. Implements a conditional variable importance measure which can be applied to any supervised learning algorithm and loss function. Provides statistical inference procedures without parametric assumptions and applies equally well to continuous and categorical predictors and outcomes.

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Check History

OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies foreach mlr3 lgr knockoff cpi

Version History

3 tracked
new 0.1.5 Mar 10, 2026
updated 0.1.5 ← 0.1.4 diff Nov 24, 2024
new 0.1.4 Mar 2, 2022