MetaHunt: Privacy-Preserving Meta-Analysis via Low-Rank Basis Hunting
Source:R/MetaHunt-package.R
MetaHunt-package.RdTools for privacy-preserving meta-analysis of function-valued quantities (e.g. regression, conditional average treatment effect functions) across heterogeneous studies. Implements the MetaHunt pipeline of Shi, Imai, and Zhang: denoised functional Successive Projection Algorithm (d-fSPA) for basis hunting, constrained projection of study functions onto the recovered simplex, Dirichlet regression of mixing weights on study-level covariates, target prediction, and split or cross conformal prediction intervals.
Main entry points
metahunt()— fit the full pipeline end-to-end.predict.metahunt()— predict target functions for new study-level covariates.split_conformal(),cross_conformal(),conformal_from_fit()— prediction intervals.minmax_regret()— covariate-free worst-case-regret aggregator (Zhang, Huang, and Imai 2024) as a baseline.f_hat_from_models(),build_grid()— onramp from fitted-model lists and reference data to the package's matrix inputs.
Pipeline building blocks
dfspa(), project_to_simplex(), fit_weight_model(),
predict_target(), apply_wrapper(),
reconstruction_error_curve(), cv_error_curve(),
select_denoising_params().
Author
Maintainer: Wenqi Shi wenqishi18@gmail.com
Authors:
Kosuke Imai imai@harvard.edu
Yi Zhang yizhang0017@gmail.com