Welcome to causalicp’s documentation!¶
This is a Python implementation of the Invariant Causal Prediction (ICP) algorithm from the 2016 paper “Causal inference using invariant prediction: identification and confidence intervals” by Jonas Peters, Peter Bühlmann and Nicolai Meinshausen.
Currently, only the faster Method II of the paper (t-test + F-test on residuals) is implemented. For more details, see Section 3.1.2 of the paper.
You can clone this repo or install the python package via pip:
pip install causalicp
The code has been written with an emphasis on readability and on keeping
the dependency footprint to a minimum; to this end, the only
dependencies outside the standard library are
The package is still at its infancy and its API is subject to change. However, this will be done with care: non backward-compatible changes to the API are reflected by a change to the minor or major version number,
e.g. code written using causalicp==0.1.2 will run with causalicp==0.1.3, but may not run with causalicp==0.2.0.
The implementation is open-source and shared under a BSD 3-Clause License. You can find the source code in the GitHub repository.