Package edu.cmu.tetrad.search.test
Class IndTestFisherZ
java.lang.Object
edu.cmu.tetrad.search.test.IndTestFisherZ
- All Implemented Interfaces:
IndependenceTest
Checks conditional independence of variable in a continuous data set using Fisher's Z test. See Spirtes, Glymour, and
Scheines, "Causation, Prediction and Search," 2nd edition, page 94.
- Author:
- josephramsey, Frank Wimberly
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Constructor Summary
ConstructorsConstructorDescriptionIndTestFisherZ
(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).IndTestFisherZ
(ICovarianceMatrix covMatrix, double alpha) Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level.IndTestFisherZ
(Matrix data, List<Node> variables, double alpha) Constructs a new Fisher Z independence test with the listed arguments. -
Method Summary
Modifier and TypeMethodDescriptioncheckIndependence
(Node x, Node y, Set<Node> z) Determines whether variable x _||_ y | z given a list of conditioning variables z.boolean
determines
(List<Node> z, Node x) Returns true in case the variable in Z jointly determine x.double
getAlpha()
Gets the model significance level.double
getBic()
Returns the BIC score for this test.getCov()
Returns the correlation matrix being analyzed.getData()
Returns the data set being analyzed.Returns the (singleton) list of datasets being analyzed.int
Returns the sample size.getVariable
(String name) Returns the variable with the given name.Returns the list of variables over which this independence checker is capable of determinine independence relations-- that is, all the variables in the given graph or the given data set.indTestSubset
(List<Node> vars) Creates a new independence test instance for a subset of the variables.boolean
Returns true iff verbose output should be printed.void
setAlpha
(double alpha) Sets the significance level at which independence judgments should be made.void
setVariables
(List<Node> variables) Sets the variables to a new list of the same size.void
setVerbose
(boolean verbose) Sets whether verbose output should be printed.toString()
Returns a string representation of this test.Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait
Methods inherited from interface edu.cmu.tetrad.search.IndependenceTest
checkIndependence, determines, getVariableNames
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Constructor Details
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IndTestFisherZ
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.
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IndTestFisherZ
Constructs a new Fisher Z independence test with the listed arguments.- Parameters:
data
- A 2D continuous data set with no missing values.variables
- A list of variables, a subset of the variables ofdata
.alpha
- The alpha level of the test.
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IndTestFisherZ
Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level.- Parameters:
covMatrix
- The covariance matrix.alpha
- The alpha level of the test.
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Method Details
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indTestSubset
Creates a new independence test instance for a subset of the variables.- Specified by:
indTestSubset
in interfaceIndependenceTest
- Parameters:
vars
- The sublist of variables.- Returns:
- a new independence test.
- See Also:
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checkIndependence
Determines whether variable x _||_ y | z given a list of conditioning variables z.- Specified by:
checkIndependence
in interfaceIndependenceTest
- Returns:
- Independence result for x _||_ y | z.
- Throws:
RuntimeException
- if a matrix singularity is encountered.- See Also:
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getBic
public double getBic()Returns the BIC score for this test.- Returns:
- The BIC score.
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getAlpha
public double getAlpha()Gets the model significance level.- Specified by:
getAlpha
in interfaceIndependenceTest
- Returns:
- This alpha.
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setAlpha
public void setAlpha(double alpha) Sets the significance level at which independence judgments should be made. Affects the cutoff for partial correlations to be considered statistically equal to zero.- Specified by:
setAlpha
in interfaceIndependenceTest
- Parameters:
alpha
- This alpha.
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getVariables
Returns the list of variables over which this independence checker is capable of determinine independence relations-- that is, all the variables in the given graph or the given data set.- Specified by:
getVariables
in interfaceIndependenceTest
- Returns:
- This list.
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setVariables
Sets the variables to a new list of the same size. Useful if multiple independence tests are needed with object-identical sets of variables.- Parameters:
variables
- The new list of variables.
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getVariable
Returns the variable with the given name.- Specified by:
getVariable
in interfaceIndependenceTest
- Returns:
- This variable.
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getData
Returns the data set being analyzed.- Specified by:
getData
in interfaceIndependenceTest
- Returns:
- This data.
- See Also:
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getCov
Returns the correlation matrix being analyzed.- Specified by:
getCov
in interfaceIndependenceTest
- Returns:
- This correlation matrix.
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getDataSets
Returns the (singleton) list of datasets being analyzed.- Specified by:
getDataSets
in interfaceIndependenceTest
- Returns:
- This list (length 1).
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getSampleSize
public int getSampleSize()Returns the sample size.- Specified by:
getSampleSize
in interfaceIndependenceTest
- Returns:
- This size.
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isVerbose
public boolean isVerbose()Returns true iff verbose output should be printed.- Specified by:
isVerbose
in interfaceIndependenceTest
- Returns:
- True, if so.
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setVerbose
public void setVerbose(boolean verbose) Sets whether verbose output should be printed.- Specified by:
setVerbose
in interfaceIndependenceTest
- Parameters:
verbose
- True, if so.
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toString
Description copied from interface:IndependenceTest
Returns a string representation of this test.- Specified by:
toString
in interfaceIndependenceTest
- Overrides:
toString
in classObject
- Returns:
- A string representation of this test.
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determines
Returns true in case the variable in Z jointly determine x.- Parameters:
z
- The contitioning variables.x
- The conditioned variable.- Throws:
UnsupportedOperationException
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