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seqICP

Sequential Invariant Causal Prediction

v1.1 · Jul 25, 2017 · GPL-3

Description

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.

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CRAN incoming feasibility

Maintainer: ‘Niklas Pfister <pfister@stat.math.ethz.ch>’

No Authors@R field in DESCRIPTION.
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  Authors@R: c(person(given = "Niklas",
                      family = "Pfister",
                      role = c("aut", "cre"),
                      email = "pfister@stat.math.ethz.ch"),
               person(given = "Jonas",
                      family = "Peters",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Niklas Pfister <pfister@stat.math.ethz.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Niklas",
                      family = "Pfister",
                      role = c("aut", "cre"),
                      email = "pfister@stat.math.ethz.ch"),
               person(given = "Jonas",
                      family = "Peters",
                      role = "aut"))
as necessary.
NOTE r-oldrel-macos-arm64

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'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Check History

NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Niklas Pfister <pfister@stat.math.ethz.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Niklas",
                      family = "Pfister",
                      role = c("aut", "cre"),
                      email = "pfister@stat.math.ethz.ch"),
               person(given = "Jonas",
                      family = "Peters",
                      role = "aut"))
as necessary.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Niklas Pfister <pfister@stat.math.ethz.ch>’

No Authors@R field in DESCRIPTION.
Please add one, modifying
  Authors@R: c(person(given = "Niklas",
                      family = "Pfister",
                      role = c("aut", "cre"),
                      email = "pfister@stat.math.ethz.ch"),
               person(given = "Jonas",
                      family = "Peters",
                      role = "aut"))
as necessary.
NOTE r-oldrel-macos-arm64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-macos-x86_64

LazyData

'LazyData' is specified without a 'data' directory
NOTE r-oldrel-windows-x86_64

LazyData

'LazyData' is specified without a 'data' directory

Dependency Network

Dependencies Reverse dependencies dHSIC mgcv seqICP

Version History

new 1.1 Mar 10, 2026
updated 1.1 ← 1.0 diff Jul 24, 2017
new 1.0 Jun 26, 2017