Class IndTestRegression

java.lang.Object
edu.cmu.tetrad.search.IndTestRegression
All Implemented Interfaces:
IndependenceTest

public final class IndTestRegression extends Object implements IndependenceTest
Checks independence of X _||_ Y | Z for variables X and Y and list Z of variables. Partial correlations are calculated using generalized inverses, so linearly dependent variables do not throw exceptions. Must supply a continuous data set; don't know how to do this with covariance or correlation matrices.
Author:
Joseph Ramsey, Frank Wimberly adapted IndTestCramerT for Fisher's Z
  • Constructor Details

    • IndTestRegression

      public IndTestRegression(DataSet dataSet, double alpha)
      Constructs a new Independence test which checks independence facts based on the correlation matrix implied by the given data set (must be continuous). The given significance level is used.
      Parameters:
      dataSet - A data set containing only continuous columns.
      alpha - The alpha level of the test.
  • Method Details