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.
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