Class BossLingam
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.
We may replace this class in the future by one which allows the user to specify an arbitrary CPDAG algorithm and an arbitrary method for orienting the undirected edges.
- Version:
- $Id: $Id
- Author:
- peterspirtes, patrickhoyer, josephramsey
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Constructor Details
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BossLingam
Constructor.- Parameters:
cpdag
- The CPDAG whose unoriented edges are to be oriented.dataSet
- Teh dataset to use.- Throws:
IllegalArgumentException
- if any.
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Method Details
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search
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getPValues
public double[] getPValues()Returns the p-values of the search.- Returns:
- This list as a double[] array.
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setAlpha
public void setAlpha(double alpha) Sets the alpha level for the search.- Parameters:
alpha
- This alpha level.
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