Class BasisExpandedGcm

java.lang.Object

edu.cmu.tetrad.algcomparison.independence.BasisExpandedGcm

All Implemented Interfaces:

IndependenceWrapper, HasParameters, TetradSerializable, Serializable

@TestOfIndependence(name="BE-GCM (Basis-Expanded GCM Test)",
                    command="be-gcm-test",
                    dataType=Mixed)
@Mixed
@General
@Experimental
public class BasisExpandedGcm
extends Object
implements IndependenceWrapper

Wrapper for BE-GCM (Basis-Expanded Generalised Covariance Measure Test).

Tests X _||_ Y | Z by residualizing the basis-expanded blocks of X and Y on the basis expansion of Z with ridge-stabilized OLS and referring the maximum studentized residual cross-covariance over the basis-pair grid to a Rademacher multiplier bootstrap null (Sidak bound if the number of multiplier samples is 0). Doubly robust in the GCM sense: the Z-regressions' complexity does not enter the null distribution, only the product of their errors. Heteroskedasticity-robust via self-normalization. Assumes independent rows.

The basis type is fixed to Legendre, matching BF-LRT. With adaptive basis selection enabled, uninformative higher-order basis columns are pruned by the BIC-crossing screen, controlling the grid size as the truncation limit grows.

Version:

$Id: $Id

Author:

josephramsey

See Also:

• Serialized Form

Constructor Summary

Constructors

Constructor	Description
BasisExpandedGcm()	Initializes a new instance of the BasisExpandedGcm wrapper.

Method Summary

Modifier and Type	Method	Description
DataType	getDataType()	Returns the data type that the search requires, whether continuous, discrete, or mixed.
String	getDescription()	Returns a short of this independence test.
List<String>	getParameters()	Returns the parameters that this search uses.
IndependenceTest	getTest(DataModel dataSet, Parameters parameters)	Returns true iff x and y are independent conditional on z for the given data set.

Methods inherited from class Object

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

Constructor Details

BasisExpandedGcm

public BasisExpandedGcm()

Initializes a new instance of the BasisExpandedGcm wrapper.

Method Details

getTest

public IndependenceTest getTest(DataModel dataSet,
 Parameters parameters)

Returns true iff x and y are independent conditional on z for the given data set.

Specified by:

getTest in interface IndependenceWrapper

Parameters:

dataSet - The data set to test independence against.

parameters - The paramters of the test.

Returns:

True iff independence holds.

getDescription

public String getDescription()

Returns a short of this independence test.

Specified by:

getDescription in interface IndependenceWrapper

Returns:

This description.

getDataType

public DataType getDataType()

Returns the data type that the search requires, whether continuous, discrete, or mixed.

Specified by:

getDataType in interface IndependenceWrapper

Returns:

This type.

getParameters

public List<String> getParameters()

Returns the parameters that this search uses.

Specified by:

getParameters in interface HasParameters

Specified by:

getParameters in interface IndependenceWrapper

Returns:

A list of String names of parameters.