multiPIM: Variable Importance Analysis with Population Intervention Models
Performs variable importance analysis using a causal
inference approach. This is done by fitting Population
Intervention Models. The default is to use a Targeted Maximum
Likelihood Estimator (TMLE). The other available estimators are
Inverse Probability of Censoring Weighted (IPCW), Double-Robust
IPCW (DR-IPCW), and Graphical Computation (G-COMP) estimators.
Inference can be obtained from the influence curve (plug-in) or