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1. Definition of concepts
2. GLM methods
2.1. Desparsified Lasso
2.2. Knockoffs
3. Model-agnostic methods
3.1. Total Sobol Index
3.2. Leave-One-Covariate-Out
3.3. Conditional Feature Importance
3.4. Permutation Feature Importance
4. Marginal methods
4.1. Leave-One-Covariate-In
5. Tools for visualization
6. Measuring the importance of feature groups
7. Inference in high dimension
User guide
1.
Definition of concepts
1.
Definition of concepts
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