CRAN/E | seqICP

seqICP

Sequential Invariant Causal Prediction

Installation

About

Contains an implementation of invariant causal prediction for sequential data. The main function in the package is 'seqICP', which performs linear sequential invariant causal prediction and has guaranteed type I error control. For non-linear dependencies the package also contains a non-linear method 'seqICPnl', which allows to input any regression procedure and performs tests based on a permutation approach that is only approximately correct. In order to test whether an individual set S is invariant the package contains the subroutines 'seqICP.s' and 'seqICPnl.s' corresponding to the respective main methods.

Key Metrics

Version 1.1
R ≥ 3.2.3
Published 2017-07-25 2636 days ago
Needs compilation? no
License GPL-3
CRAN checks seqICP results

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Maintainer

Maintainer

Niklas Pfister

Authors

Niklas Pfister
Jonas Peters

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

seqICP archive

Depends

R ≥ 3.2.3

Imports

dHSIC
mgcv
stats