Class Lingam

java.lang.Object
edu.cmu.tetrad.search.Lingam

public class Lingam extends Object
Implements the LiNGAM algorithm in Shimizu, Hoyer, Hyvarinen, and Kerminen, A linear nongaussian acyclic model for causal discovery, JMLR 7 (2006). Largely follows the Matlab code.

We use FGES with knowledge of causal order for the pruning step.

Author:
Joseph Ramsey
  • Constructor Details

    • Lingam

      public Lingam()
      Constructs a new LiNGAM algorithm with the given alpha level (used for pruning).
  • Method Details

    • search

      public Graph search(DataSet data)
    • setPenaltyDiscount

      public void setPenaltyDiscount(double penaltyDiscount)
    • setFastIcaA

      public void setFastIcaA(double fastIcaA)
    • setFastMaxIter

      public void setFastMaxIter(int maxIter)
    • setFastIcaTolerance

      public void setFastIcaTolerance(double tolerance)