Description
Classification Based MCAR Test.
Description
Implementation of a KL-based (Kullback-Leibler) test for MCAR (Missing Completely At Random) in the context of missing data as introduced in Michel et al. (2021) <arXiv:2109.10150>.
README.md
PKLMtest: testing MCAR with classification
Overview
PKLMtest is a package intended to provide a framework for testing MCAR with classification. It implements the test described in Michel, Naef, Spohn and Meinshausen. 2021 . Examples of use of the library are shown below.
Installation
To install the package from github you can run
install.packages("devtools")
devtools::install_github("missValTeam/PKLMtest")
Examples:
n <- 500
X <- cbind(rnorm(n),rnorm(n))
X.NA <- X
X.NA[,1] <- ifelse(stats::runif(n)<=0.2, NA, X[,1])
pval <- PKLMtest(X)
Issues
To report an issue, please use the issue tracker on github.com.