SURFTest

• This branch allows for the remote accessing of some R code that conducts a MSE-based hypothesis test which is computationally efficient, statistically valid, and powerful. The accompanying paper can be found at https://arxiv.org/pdf/1904.07830.pdf.

• Contents:

  • MSE_Test_File.R contains all the relevant functions for conducting the test, including plotting and summary methods. Moreover, it contains information about the proposed permutation test importance measures with additional plotting methods. source this file first!

  • MSE_Test_Exs.R contains all examples of implementations of the code for some toy datasets. This is essentially an abridged version of the package documentation.

• Required Packages:

  • ggplot2
  • dplyr
  • rpart
  • party
  • randomForest
  • ranger
  • glmnet

• Contact: Tim Coleman; tsc35@pitt.edu