Package edu.cmu.tetrad.search

Class SvarFci

java.lang.Object

edu.cmu.tetrad.search.SvarFci

All Implemented Interfaces:

IGraphSearch

public final class SvarFci
extends Object
implements IGraphSearch

Adapts FCI 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.

This class is based off a copy of FCI.java taken from the repository on 2008/12/16, revision 7306. The extension is done by extending doFinalOrientation() with methods for Zhang's rules R5-R10 which implements the augmented search. (By a remark of Zhang's, the rule applications can be staged in this way.)

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:

danielmalinsky

See Also:

• Fci
• Knowledge

Constructor Summary

Constructors

Constructor	Description
SvarFci(IndependenceTest independenceTest)	Constructs a new FCI search for the given independence test and background knowledge.

Method Summary

Modifier and Type	Method	Description
int	getDepth()	Returns the depth of search--i.e., the maximum number of conditioning variables for tests.
IndependenceTest	getIndependenceTest()	Returns independence test.
Knowledge	getKnowledge()	Returns the knowledge for the search.
int	getMaxDiscriminatingPathLength()	Returns the maximum length of any discriminating path, or -1 of unlimited.
String	getNameNoLag(Object obj)	Returns the name of the given object without any lagging characters.
SepsetMap	getSepsets()	Returns the map from node pairs to sepsets.
boolean	isCompleteRuleSetUsed()	Returns whether Zhang's complete rule set is to be used.
boolean	isVerbose()	Returns whether verbose output is to be printed.
Graph	search()	Runs the search and returns the PAG.
Graph	search(IFas fas)	Runs the search using a particular implementation of FAS.
void	setCompleteRuleSetUsed(boolean completeRuleSetUsed)	Sets whether Zhang's complete rule set is to be used.
void	setDepth(int depth)	Sets the depth of search.
void	setGuaranteePag(boolean guaranteePag)	Sets whether a guaranteed partial ancestral graph (PAG) should be built during the search.
void	setKnowledge(Knowledge knowledge)	Sets the knowledge for the search.
void	setMaxDiscriminatingPathLength(int maxDiscriminatingPathLength)	Sets the maximum length of any discriminating path.
void	setResolveAlmostCyclicPaths(boolean resolveAlmostCyclicPaths)	Sets whether almost cyclic paths should be resolved during the search.
void	setVerbose(boolean verbose)	Sets whether verbose output is to be printed.

Methods inherited from class java.lang.Object

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

Constructor Details

SvarFci

public SvarFci(IndependenceTest independenceTest)

Constructs a new FCI search for the given independence test and background knowledge.

Parameters:

independenceTest - a IndependenceTest object

Method Details

getDepth

public int getDepth()

Returns the depth of search--i.e., the maximum number of conditioning variables for tests.

Returns:

This maximum.

setDepth

public void setDepth(int depth)

Sets the depth of search.

Parameters:

depth - This depth

See Also:

• getDepth()

search

public Graph search()
             throws InterruptedException

Runs the search and returns the PAG.

Specified by:

search in interface IGraphSearch

Returns:

This PAG.

Throws:

InterruptedException - if any.

search

public Graph search(IFas fas)
             throws InterruptedException

Runs the search using a particular implementation of FAS.

Parameters:

fas - The FAS to use.

Returns:

The PAG.

Throws:

InterruptedException

See Also:

• IFas

getSepsets

public SepsetMap getSepsets()

Returns the map from node pairs to sepsets.

Returns:

This map.

getKnowledge

public Knowledge getKnowledge()

Returns the knowledge for the search.

Returns:

This knowledge.

setKnowledge

public void setKnowledge(Knowledge knowledge)

Sets the knowledge for the search.

Parameters:

knowledge - This knowledge.

isCompleteRuleSetUsed

public boolean isCompleteRuleSetUsed()

Returns whether Zhang's complete rule set is to be used.

Returns:

true if Zhang's complete rule set should be used, false if only R1-R4 (the rule set of the original FCI) should be used. False by default.

setCompleteRuleSetUsed

public void setCompleteRuleSetUsed(boolean completeRuleSetUsed)

Sets whether Zhang's complete rule set is to be used.

Parameters:

completeRuleSetUsed - set to true if Zhang's complete rule set should be used, false if only R1-R4 (the rule set of the original FCI) should be used. False by default.

getMaxDiscriminatingPathLength

public int getMaxDiscriminatingPathLength()

Returns the maximum length of any discriminating path, or -1 of unlimited.

Returns:

This length.

setMaxDiscriminatingPathLength

public void setMaxDiscriminatingPathLength(int maxDiscriminatingPathLength)

Sets the maximum length of any discriminating path.

Parameters:

maxDiscriminatingPathLength - the maximum length of any discriminating path, or -1 if unlimited.

isVerbose

public boolean isVerbose()

Returns whether verbose output is to be printed.

Returns:

True, if so.

setVerbose

public void setVerbose(boolean verbose)

Sets whether verbose output is to be printed.

Parameters:

verbose - True, if so.

getIndependenceTest

public IndependenceTest getIndependenceTest()

Returns independence test.

Returns:

This test.

getNameNoLag

public String getNameNoLag(Object obj)

Returns the name of the given object without any lagging characters.

Parameters:

obj - The object to get the name from.

Returns:

The name of the object without any lagging characters.

setResolveAlmostCyclicPaths

public void setResolveAlmostCyclicPaths(boolean resolveAlmostCyclicPaths)

Sets whether almost cyclic paths should be resolved during the search.

Parameters:

resolveAlmostCyclicPaths - true if almost cyclic paths should be resolved, false otherwise

setGuaranteePag

public void setGuaranteePag(boolean guaranteePag)

Sets whether a guaranteed partial ancestral graph (PAG) should be built during the search. When set to true, the search algorithm will construct a PAG even if it cannot guarantee its correctness. When set to false, the search algorithm may return a PAG that is not fully connected or has other inconsistencies.

Parameters:

guaranteePag - true to guarantee the construction of a PAG, false otherwise