Package edu.cmu.tetrad.search
Class DirectLingam
java.lang.Object
edu.cmu.tetrad.search.DirectLingam
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
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Constructor Summary
Constructors -
Method Summary
Modifier and TypeMethodDescriptionstatic double
maxEntApprox
(double[] x) Calculates the maximum entropy approximation for the given array of values.search()
Performs the search.
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Constructor Details
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DirectLingam
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Method Details
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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
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search
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