Perform AnchorRegression

Performs AnchorRegression proposed by Rothenhäusler et al. 2020. The code is adapted from the original paper repository. (< https://github.com/rothenhaeusler/anchor-regression>) The code was developed independently from the authors of the paper.

AnchorRegression

This is a package that implements the Anchor Regression developed by Dominik Rothenhäusler, Nicolai Meinshausen, Peter Bühlmann, Jonas Peters 2020. https://arxiv.org/pdf/1801.06229.pdf The package is not reviewed by any authors of the paper, but uses the procedures outlined in the paper.

The primary aim is to make AnchorRegression accessible to researchers.

This package runs under the MIT License.