multiModTest - Information Assessment for Individual Modalities in Multimodal
Regression Models
Provides methods for quantifying the information gain
contributed by individual modalities in multimodal regression
models. Information gain is measured using Expected Relative
Entropy (ERE) or pseudo-R² metrics, with corresponding
confidence intervals. Currently supports linear regression,
logistic regression, and the Cox proportional hazards model. A
robust Median-of-Means based estimator is also provided for
heavy-tailed responses under the Gaussian and Negative-Binomial
families, with basic bootstrap confidence intervals.