This repository contains R code for running the simulations from the paper “Inference on Local Variable Importance Measure for Heterogeneous Treatment Effects” (https://arxiv.org/abs/2510.18843).

• VIM_simulations_main.R
  The main script for computing the test of a variable’s importance (null hypothesis of no importance).

• sim_data.R
  Defines the simulation settings used in the experiments.

• functions.R
  Contains helper functions required for the computation of the test.