Sequential Invariant Causal Prediction
Sequential Invariant Causal Prediction
Sequential Invariant Causal Prediction for an individual set S
tools:::Rd_package_title("seqICP")
Non-linear Invariant Causal Prediction
Non-linear Invariant Causal Prediction for an individual set S
summary function
summary function
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.