This R package allows to conduct statistical inference (hypotheses testing and construction of confidence/comparison regions) regarding the unknown performances of multiple (machine-learned) prediction models.
NOTE: This package is no longer maintained!
This package can be installed from GitHub with the following command
remotes::install_github("maxwestphal/SEPM")
Several simulation studies and real data examples are described at https://maxwestphal.github.io/SEPM.PUB/.
The main goal of this package is to ensure that these numerical experiments can be reproduced.