Package edu.cmu.tetrad.search

Class SvarFas

java.lang.Object

edu.cmu.tetrad.search.SvarFas

All Implemented Interfaces:

IFas, IGraphSearch

public class SvarFas
extends Object
implements IFas

Adapts FAS for the time series setting, assuming the data is generated by a SVAR (structural vector autoregression). The main difference is that time order is imposed, and if an edge is removed, it will also remove all homologous edges to preserve the time-repeating structure assumed by SvarFCI. Based on (but not identical to) code by Entner and Hoyer for their 2010 paper. Modified by dmalinsky 4/21/2016.

The references are as follows:

Malinsky, D., & Spirtes, P. (2018, August). Causal structure learning from multivariate time series in settings with unmeasured confounding. In Proceedings of 2018 ACM SIGKDD workshop on causal discovery (pp. 23-47). PMLR.

Entner, D., & Hoyer, P. O. (2010). On causal discovery from time series data using FCI. Probabilistic graphical models, 121-128.

This class is configured to respect knowledge of forbidden and required edges, including knowledge of temporal tiers.

Version:

$Id: $Id

Author:

dmalinsky

See Also:

• Fas
• Knowledge
• SvarFci

Constructor Summary

Constructors

Constructor	Description
SvarFas(IndependenceTest test)	Constructs a new FastAdjacencySearch.

Method Summary

Modifier and Type	Method	Description
List<Triple>	getAmbiguousTriples(Node node)	Retrieves the list of ambiguous triples involving the given node.
long	getElapsedTime()	Returns the elapsed time of the search.
List<Node>	getNodes()	Retrieves the list of nodes from the current object.
int	getNumIndependenceTests()	Returns the number of independence tests.
SepsetMap	getSepsets()	Returns a map for x _||_ y | Z from {x, y} to Z.
Graph	search()	Discovers all adjacencies in data.
void	setDepth(int depth)	Sets the depth of the search--that is, the maximum number of variables conditioned on in the search.
void	setExternalGraph(Graph externalGraph)	Sets an external graph.
void	setKnowledge(Knowledge knowledge)	Sets the knowledge for the search.
void	setOut(PrintStream out)	Sets the output stream for printing.
void	setVerbose(boolean verbose)	Sets the verbosity of the program.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Details

SvarFas

public SvarFas(IndependenceTest test)

Constructs a new FastAdjacencySearch.

Parameters:

test - The independence test.

Method Details

search

public Graph search()

Discovers all adjacencies in data. The procedure is to remove edges in the graph which connect pairs of variables which are independent, conditional on some other set of variables in the graph (the "sepset"). These are removed in tiers. First, edges which are independent conditional on zero other variables are removed, then edges which are independent conditional on one other variable are removed, then two, then three, and so on, until no more edges can be removed from the graph. The edges which remain in the graph after this procedure are the adjacencies in the data.

Specified by:

search in interface IGraphSearch

Returns:

a SepSet, which indicates which variables are independent conditional on which other variables

setDepth

public void setDepth(int depth)

Sets the depth of the search--that is, the maximum number of variables conditioned on in the search.

Sets the depth--i.e., the maximum number of variables conditioned on in any test, -1 for unlimited.

Specified by:

setDepth in interface IFas

Parameters:

depth - This maximum.

setKnowledge

public void setKnowledge(Knowledge knowledge)

Sets the knowledge for the search.

Sets the knowledge used in the search.

Specified by:

setKnowledge in interface IFas

Parameters:

knowledge - This knowledge.

getNumIndependenceTests

public int getNumIndependenceTests()

Returns the number of independence tests.

Returns:

This number.

getSepsets

public SepsetMap getSepsets()

Returns a map for x _||_ y | Z from {x, y} to Z.

Specified by:

getSepsets in interface IFas

Returns:

This map.

setExternalGraph

public void setExternalGraph(Graph externalGraph)

Sets an external graph.

Parameters:

externalGraph - This graph.

setVerbose

public void setVerbose(boolean verbose)

Sets the verbosity of the program.

Specified by:

setVerbose in interface IFas

Parameters:

verbose - True if verbosity is enabled, False otherwise.

getElapsedTime

public long getElapsedTime()

Description copied from interface: IFas

Returns the elapsed time of the search.

Specified by:

getElapsedTime in interface IFas

Returns:

This time.

Throws:

UnsupportedOperationException - since not implementedd.

getNodes

public List<Node> getNodes()

Retrieves the list of nodes from the current object.

Specified by:

getNodes in interface IFas

Returns:

The list of nodes.

getAmbiguousTriples

public List<Triple> getAmbiguousTriples(Node node)

Retrieves the list of ambiguous triples involving the given node.

Specified by:

getAmbiguousTriples in interface IFas

Parameters:

node - The node.

Returns:

The list of ambiguous triples involving the given node.

See Also:

• Cpc
• Cfci

setOut

public void setOut(PrintStream out)

Sets the output stream for printing.

Specified by:

setOut in interface IFas

Parameters:

out - The output stream to be set.