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.
To install the package from github you can run
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)
To report an issue, please use the issue tracker on github.com.