Package edu.cmu.tetrad.search

Class PcLingam

java.lang.Object

edu.cmu.tetrad.search.PcLingam

public class PcLingam
extends Object

Implements the PC-LiNGAM algorithm which first finds a CPDAG for the variables and then uses a non-Gaussian orientation method to orient the undirected edges. The reference is as follows:

>Hoyer et al., "Causal discovery of linear acyclic models with arbitrary distributions," UAI 2008.

The test for normality used for residuals is Anderson-Darling, following 'ad.test' in the nortest package of R. The default alpha level is 0.05--that is, p values from AD below 0.05 are taken to indicate nongaussianity.

It is assumed that the CPDAG is the result of a CPDAG search such as PC or GES. In any case, it is important that the residuals be independent for ICA to work.

This may be replaced by a more general algorithm that allows alternatives for the CPDAG search and for the the non-Gaussian orientation method.

This class is not configured to respect knowledge of forbidden and required edges.

Author:

peterspirtes, patrickhoyer, josephramsey

Constructor Summary

Constructors

Constructor	Description
PcLingam(Graph cpdag, DataSet dataSet)	Constructor.

Method Summary

Modifier and Type	Method	Description
double[]	getPValues()	Returns the p-values of the search.
Graph	search()	Runs the search and returns the result graph.
void	setAlpha(double alpha)	Sets the alpha level for the search.

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

PcLingam

public PcLingam(Graph cpdag,
 DataSet dataSet)
         throws IllegalArgumentException

Constructor.

Parameters:

cpdag - The CPDAG whose unoriented edges are to be oriented.

dataSet - Teh dataset to use.

Throws:

IllegalArgumentException

Method Details

search

public Graph search()

Runs the search and returns the result graph.

Returns:

This graph.

getPValues

public double[] getPValues()

Returns the p-values of the search.

Returns:

This list as a double[] array.

setAlpha

public void setAlpha(double alpha)

Sets the alpha level for the search.

Parameters:

alpha - This alpha level.