CausalMixGPD

0.8.0

Bayesian Nonparametric Conditional Density Modeling in Causal Inference and Clustering with a Heavy-Tail Extension

0packages depend

966downloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Arnab AichFirst published 2026-04-222 releasesCRAN page ↗

The presence of a heavy tail is a feature of many scenarios when risk management involves extremely rare events. While parametric distributions may give adequate representation of the mode of data, they are likely to misrepresent heavy tails, and completely nonparametric approaches lack a rigorous mechanism for tail extrapolation; see Pickands (1975) doi:10.1214/aos/1176343003. The package 'CausalMixGPD' implements tools for Bayesian analysis of heavy-tailed outcomes by combining Dirichlet process mixture models for the body of the distribution with optional generalized Pareto tails. The method allows for unconditional and covariate-modulated mixtures, implements MCMC estimation using 'nimble', and extends to mixtures of different arms' outcomes with application to causal inference in the Rubin (1974) doi:10.1037/h0037350 framework. Posterior summaries include density functions, quantiles, expected values, survival functions, and causal effects, with an emphasis on tail quantiles and functional measures sensitive to the tail.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("CausalMixGPD", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-causalmixgpd

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-CausalMixGPD

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-CausalMixGPD

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 10.1 min · r-devel-linux-x86_64-fedora-clang

Code health

Yes

Tests · ratio 0.50

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

OK2026-04-22
8 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSNoCode of conductNoContributing guideNo

Examples that run: 59%
Documented parameters: 90%
Return-value docs: 100%
References docs: 1%

Downloads

966

CRAN downloads in the past year

Rank #11,367 · ~3/day · ~81/mo

Releases R versions

Daily download trend is not available in this view yet.

23130 days

93990 days

9661 year

Compare downloads with other packages →

Also on35 r2u30 autocran

Repository

GitHub ↗ arnabaich96/causalmixgpd

1Stars

0Forks

0Open issues

0Open PRs

0Releases

380Commits

2Contributors

380 commits · Last activity 2026-06-24 · 0% stars, 30d

Stars over time

2026-04-20 · 12026-07-07 · 1

Repository practices

Upstream repositoryBeta

6 development-tooling and community-health practices detected across 4 families in the upstream repository

Checks run against github.com/arnabaich96/causalmixgpd on 2026-07-19.

Continuous integration (1)

GitHub Actions

Reproducibility and dev environment (2)

renvdata-raw/

Lint, format, editor (2)

lintrRStudio project

Coverage (1)

Codecov

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

16 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (4)

nimblestatsutilsggplot2

LinkingTo (0)

none

Suggests (15)

testthat knitr rmarkdown here cli coda ggmcmc future future.apply crayon DT kableExtra plotly MatchItcodetools

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

R 41,448 (78%)Rd 9,968 (19%)Vignettes 1,333 (3%)Other 416 (1%)

Code characteristics

Object systems

S370

Cyclomatic complexity: 4.0 median / 481 max
Test cases: 444 / 0.50 per code line

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

450 145 exported

Complexity

9.9 avg / 481 max

Call network

450 nodes / 648 edges

Call graph

Open call graph →

Loading call graph…

Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (1)

Maintainer (1)

Arnab Aich

Author, Maintainer

Authors (1)

Arnab Aich

Author, Maintainer

Package Timeline

2 releases. Pick two to compare their code metrics. R releases are shown for context.

0.8.0Latest
2026-05-05 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
0.7.0
2026-04-22
R
R 4.5.0 released · 2025-04-11

Package metadata

First published: 2026-04-22
Total releases: 2 / 1 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 98 KB / 12 files
Download size: not tracked yet
Installed size: not tracked yet
With dependencies: not tracked yet

Report a problem with this page →