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MCR

An R package for Model Reliance and Model Class Reliance (MCR, see Fisher et al., 2019).

Given a set of models of interest (a model class), this package finds the models that rely as much, or as little as possible on variables of interest, while still performing well.

Installation

This package uses the qp1qc package found below, to solve (possibly non-convex) quadratic programs with 1 quadratic constraint. Before using the MCR package, please run the following command.

library(devtools)
install_github('aaronjfisher/qp1qc')

The MCR package can then be installed using

library(devtools)
install_github('aaronjfisher/mcr')