The goal of floodgate is to provide inference on model-free variable importance. For more information about the package, visit: https://luzhangh.github.io/floodgate. For details about the methodology, check out our paper: Zhang, Lu, and Lucas Janson. “Floodgate: inference for model-free variable importance.” arXiv preprint arXiv:2007.01283 (2020).
You can install the development version of floodgate from GitHub with:
devtools::install_github("LuZhangH/floodgate")