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seqICP: Sequential Invariant Causal Prediction

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.

Version: 1.1
Depends: R (≥ 3.2.3)
Imports: dHSIC, mgcv, stats
Published: 2017-07-25
DOI: 10.32614/CRAN.package.seqICP
Author: Niklas Pfister and Jonas Peters
Maintainer: Niklas Pfister <pfister at stat.math.ethz.ch>
License: GPL-3
NeedsCompilation: no
CRAN checks: seqICP results

Documentation:

Reference manual: seqICP.pdf

Downloads:

Package source: seqICP_1.1.tar.gz
Windows binaries: r-devel: seqICP_1.1.zip, r-release: seqICP_1.1.zip, r-oldrel: seqICP_1.1.zip
macOS binaries: r-release (arm64): seqICP_1.1.tgz, r-oldrel (arm64): seqICP_1.1.tgz, r-release (x86_64): seqICP_1.1.tgz, r-oldrel (x86_64): seqICP_1.1.tgz
Old sources: seqICP archive

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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