Class DirectLingam

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

public class DirectLingam extends Object
Implements the Direct-LiNGAM algorithm. The reference is here:

S. Shimizu, T. Inazumi, Y. Sogawa, A. Hyvärinen, Y. Kawahara, T. Washio, P. O. Hoyer and K. Bollen. DirectLiNGAM: A direct method for learning a linear non-Gaussian structural equation model. Journal of Machine Learning Research, 12(Apr): 1225–1248, 2011.

A. Hyvärinen and S. M. Smith. Pairwise likelihood ratios for estimation of non-Gaussian structural evaluation models. Journal of Machine Learning Research 14:111-152, 2013.

Version:
$Id: $Id
Author:
bryanandrews
  • Constructor Details

    • DirectLingam

      public DirectLingam(DataSet dataset, Score score)
      Constructor.
      Parameters:
      dataset - the data set
      score - the score
  • Method Details

    • maxEntApprox

      public static double maxEntApprox(double[] x)
      Calculates the maximum entropy approximation for the given array of values.
      Parameters:
      x - the array of values
      Returns:
      the maximum entropy approximation
    • search

      public Graph search()
      Performs the search. Returns a graph.
      Returns:
      a graph