Class IndTestFisherZRecursive
java.lang.Object
edu.cmu.tetrad.search.work_in_progress.IndTestFisherZRecursive
- 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 adapted IndTestCramerT for Fisher's Z
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Constructor Summary
ConstructorsConstructorDescriptionIndTestFisherZRecursive
(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).IndTestFisherZRecursive
(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.IndTestFisherZRecursive
(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 is independent of variable y given a list of conditioning variables z.boolean
determines
(Set<Node> _z, Node x) IfisDeterminismAllowed()
, deters to IndTestFisherZD; otherwise throws UnsupportedOperationException.double
getAlpha()
Gets the getModel significance level.getCov()
Returns the covariance matrix.getData()
Returns the datasets for this testdouble
int
Returns the sample size.getVariable
(String name) Returns The variable by the given name.indTestSubset
(List<Node> vars) Creates a new independence test instance for a subset of the variables.boolean
Returns true if the test prints verbose output.void
setAlpha
(double alpha) Sets the significance level at which independence judgments should be made.void
setVariables
(List<Node> variables) void
setVerbose
(boolean verbose) Sets whether this test will print verbose output.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, getVariableNames
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Constructor Details
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IndTestFisherZRecursive
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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IndTestFisherZRecursive
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 significance cutoff level. p values less than alpha will be reported as dependent.
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IndTestFisherZRecursive
Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level.
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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.
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checkIndependence
Determines whether variable x is independent of variable y given a list of conditioning variables z.- Specified by:
checkIndependence
in interfaceIndependenceTest
- Parameters:
x
- the one variable being compared.y
- the second variable being compared.z
- the list of conditioning variables.- Returns:
- true iff x _||_ y | z.
- Throws:
RuntimeException
- if a matrix singularity is encountered.- See Also:
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getPValue
public double getPValue()- Returns:
- the probability associated with the most recently computed independence test.
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getAlpha
public double getAlpha()Gets the getModel significance level.- Specified by:
getAlpha
in interfaceIndependenceTest
- Returns:
- This level.
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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 level.
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getVariables
- Specified by:
getVariables
in interfaceIndependenceTest
- 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.
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setVariables
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getVariable
Description copied from interface:IndependenceTest
Returns The variable by the given name.- Specified by:
getVariable
in interfaceIndependenceTest
- Returns:
- the variable with the given name.
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determines
IfisDeterminismAllowed()
, deters to IndTestFisherZD; otherwise throws UnsupportedOperationException.- Specified by:
determines
in interfaceIndependenceTest
- Returns:
- True, if so.
- Throws:
UnsupportedOperationException
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getData
- Specified by:
getData
in interfaceIndependenceTest
- Returns:
- the data set being analyzed.
- See Also:
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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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getCov
Description copied from interface:IndependenceTest
Returns the covariance matrix.- Specified by:
getCov
in interfaceIndependenceTest
- Returns:
- This matrix.
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getDataSets
Description copied from interface:IndependenceTest
Returns the datasets for this test- Specified by:
getDataSets
in interfaceIndependenceTest
- Returns:
- these datasets.
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getSampleSize
public int getSampleSize()Description copied from interface:IndependenceTest
Returns the sample size.- Specified by:
getSampleSize
in interfaceIndependenceTest
- Returns:
- This size.
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isVerbose
public boolean isVerbose()Description copied from interface:IndependenceTest
Returns true if the test prints verbose output.- Specified by:
isVerbose
in interfaceIndependenceTest
- Returns:
- True if the case.
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setVerbose
public void setVerbose(boolean verbose) Description copied from interface:IndependenceTest
Sets whether this test will print verbose output.- Specified by:
setVerbose
in interfaceIndependenceTest
- Parameters:
verbose
- True, if so.
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