Uses of Interface
edu.cmu.tetrad.data.ICovarianceMatrix
Packages that use ICovarianceMatrix
Package
Description
This package contains classes for causal graph search algorithms.
This package contains classes for scoring causal graph models.
This package contains classes for testing causal graph search algorithms.
This package contains utility classes for causal graph search algorithms.
A package for algorithms that are not ready for prime time.
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Uses of ICovarianceMatrix in edu.cmu.tetrad.data
Classes in edu.cmu.tetrad.data that implement ICovarianceMatrixModifier and TypeClassDescriptionfinal classStores a correlation matrix together with variable names and sample size; intended as a representation of a data set.classStores a covariance matrix together with variable names and sample size, intended as a representation of a data set.classStores a covariance matrix together with variable names and sample size, intended as a representation of a data set.classStores a covariance matrix together with variable names and sample size, intended as a representation of a data set.Methods in edu.cmu.tetrad.data that return ICovarianceMatrixModifier and TypeMethodDescriptionstatic ICovarianceMatrixDataTransforms.covarianceGaussianCopula(DataSet dataSet) Returns the Gaussian copula ("nonparanormal") correlation matrix of a continuous data set: for each pair of variables the sample Kendall's tau-b is computed and mapped to the latent Gaussian correlation bystatic ICovarianceMatrixDataTransforms.covarianceNonparanormalDrton(DataSet dataSet) Deprecated.This does NOT compute the nonparanormal (Gaussian copula) correlation estimator, despite the name.EmCovarianceEstimator.estimate()Runs EM and returns the estimated covariance matrix.static ICovarianceMatrixEmCovarianceEstimator.estimateCovariance(DataSet dataSet) Convenience method: estimates and returns the covariance matrix for the given dataset using default settings.static @NotNull ICovarianceMatrixSimpleDataLoader.getCorrelationMatrix(DataSet dataSet) getCorrelationMatrix.static ICovarianceMatrixSimpleDataLoader.getCovarianceMatrix(DataModel dataModel, boolean precomputeCovariances) Returns the model cast to ICovarianceMatrix if already a covariance matric, or else returns the covariance matrix for a dataset.static @NotNull ICovarianceMatrixSimpleDataLoader.getCovarianceMatrix(DataSet dataSet, boolean precomputeCovariances) getCovarianceMatrix.final ICovarianceMatrixCorrelationMatrixOnTheFly.getSubmatrix(int[] indices) getSubmatrix.final ICovarianceMatrixCorrelationMatrixOnTheFly.getSubmatrix(List<String> submatrixVarNames) getSubmatrix.final ICovarianceMatrixCovarianceMatrix.getSubmatrix(int[] indices) getSubmatrix.final ICovarianceMatrixCovarianceMatrix.getSubmatrix(List<String> submatrixVarNames) getSubmatrix.final ICovarianceMatrixCovarianceMatrixOnTheFly.getSubmatrix(int[] indices) getSubmatrix.final ICovarianceMatrixCovarianceMatrixOnTheFly.getSubmatrix(int[] indices, int[] dataRows) getSubmatrix.final ICovarianceMatrixCovarianceMatrixOnTheFly.getSubmatrix(List<String> submatrixVarNames) getSubmatrix.ICovarianceMatrix.getSubmatrix(int[] indices) Returns a submatrix of the covariance matrix, including only the specified variables.ICovarianceMatrix.getSubmatrix(String[] submatrixVarNames) Returns a submatrix of the covariance matrix, including only the specified variables.ICovarianceMatrix.getSubmatrix(List<String> submatrixVarNames) Returns a submatrix of the covariance matrix, including only the specified variables.static ICovarianceMatrixSimpleDataLoader.loadCovarianceMatrix(char[] chars, String commentMarker, DelimiterType delimiterType, char quoteChar, String missingValueMarker) Parses a covariance matrix from a char[] array.static ICovarianceMatrixSimpleDataLoader.loadCovarianceMatrix(File file, String commentMarker, DelimiterType delimiter, char quoteCharacter, String missingValueMarker) Parses the given files for a tabular data set, returning a RectangularDataSet if successful.static ICovarianceMatrixCorrelationMatrixOnTheFly.serializableInstance()Generates a simple exemplar of this class to test serialization.static ICovarianceMatrixCovarianceMatrix.serializableInstance()Generates a simple exemplar of this class to test serialization.static ICovarianceMatrixCovarianceMatrixOnTheFly.serializableInstance()Generates a simple exemplar of this class to test serialization.Methods in edu.cmu.tetrad.data with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionstatic doubleDataUtils.getEss(ICovarianceMatrix covariances) Returns the equivalent sample size, assuming all units are equally correlated and all unit variances are equal.DataUtils.getExampleNonsingular(ICovarianceMatrix covarianceMatrix, int depth) getExampleNonsingular.static MatrixsubMatrix.static MatrixsubMatrix.static voidDataWriter.writeCovMatrixLowerTriangle(ICovarianceMatrix covMatrix, PrintWriter out, NumberFormat nf) Writes the lower triangle of a covariance matrix to file.static voidDataWriter.writeCovMatrixSquare(ICovarianceMatrix covMatrix, PrintWriter out, NumberFormat nf) Writes the covariance matrix to file as a square matrix.Constructors in edu.cmu.tetrad.data with parameters of type ICovarianceMatrixModifierConstructorDescriptionCorrelationMatrix(ICovarianceMatrix matrix) Constructs a new correlation matrix using the covariances in the given covariance matrix.Constructs a new covariance matrix from the given data set.CovarianceMatrix(ICovarianceMatrix covMatrix) Constructor for CovarianceMatrix. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.data.audit
Constructors in edu.cmu.tetrad.data.audit with parameters of type ICovarianceMatrixModifierConstructorDescriptionAudits the given covariance matrix with default thresholds.CovarianceAudit(ICovarianceMatrix cov, CovarianceAudit.Config config) Audits the given covariance matrix with the given thresholds. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.data.missing
Methods in edu.cmu.tetrad.data.missing that return ICovarianceMatrixModifier and TypeMethodDescriptionCensoredMvnCovarianceEstimator.estimate()The estimated covariance matrix, computed on first call.static ICovarianceMatrixEstimates the covariance matrix of the dataset's columns.static ICovarianceMatrixMissingDataUtils.estimateCovariance(DataSet dataSet, MissingDataSpec spec) The covariance matrix of a dataset with missing values under a policy that estimates one: by EM with the spec's ridge, tolerance and iteration limit under EM_COVARIANCE, or by pairwise deletion (PairwiseCovarianceEstimator) under PAIRWISE_COVARIANCE.TestwiseCovariance.pairwiseCovarianceMatrix(List<Node> variables) Returns a pairwise-deletion covariance matrix over the given variables: entry (i, j) is the covariance of columns i and j over the rows complete on both, with each diagonal entry computed over the rows complete on that column alone. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.regression
Constructors in edu.cmu.tetrad.regression with parameters of type ICovarianceMatrixModifierConstructorDescriptionRegressionCovariance(ICovarianceMatrix covariances) Constructs a covariance-based regression model using the given covariance matrix, assuming that no means are specified. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search
Methods in edu.cmu.tetrad.search that return ICovarianceMatrixModifier and TypeMethodDescriptionMimbuildTrek.getLatentsCov()Deprecated.The covariance matrix over the latents that is implied by the clustering.MimbuildBollen.getLatentsCovariance()Retrieves the latent covariance matrix associated with the MimbuildBollen instance.MimbuildPca.getLatentsCovariance()Retrieves the latent covariance matrix, which encapsulates the covariances between the latent variables associated with the specified blocks in the PCA analysis.Methods in edu.cmu.tetrad.search with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionMimbuildTrek.search(List<List<Node>> clustering, List<String> latentNames, ICovarianceMatrix measuresCov) Deprecated.Does the search and returns the graph.voidBfciScoreCheck.setCovarianceMatrix(ICovarianceMatrix covarianceMatrix) Sets the covariance matrix used by the RICF score check.voidFcitSlScoreCheck.setCovarianceMatrix(ICovarianceMatrix covarianceMatrix) Sets the covariance matrix used by the MAG score check explicitly.voidGmas.setCovarianceMatrix(ICovarianceMatrix covarianceMatrix) Sets the covariance matrix used by the MAG score explicitly.Constructors in edu.cmu.tetrad.search with parameters of type ICovarianceMatrixModifierConstructorDescriptionFactorAnalysis(ICovarianceMatrix covarianceMatrix) Constructor.Flop(ICovarianceMatrix covariances) Constructs a FLOP search over the given covariance matrix.GRegression(Graph mpdag, ICovarianceMatrix cov) Constructs a G-regression estimator for the given MPDAG and covariance matrix.GRegressionPag(Graph pag, ICovarianceMatrix cov) Constructs the estimator with default RICF settings.GRegressionPag(Graph pag, ICovarianceMatrix cov, double tol, int maxIters) Constructs the estimator, fitting the Gaussian ancestral graph model once. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.is
Methods in edu.cmu.tetrad.search.is that return ICovarianceMatrixModifier and TypeMethodDescriptionIndTestProbabilisticBDeu.getCov()Retrieves the covariance matrix associated with this independence test.IndTestProbabilisticISBDeu.getCov()Retrieves the covariance matrix used in the computation.IsGFci.getCovarianceMatrix()Returns the covariance matrix associated with this instance.Methods in edu.cmu.tetrad.search.is with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionvoidIsGFci.setCovarianceMatrix(ICovarianceMatrix covarianceMatrix) Sets the covariance matrix for the instance. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.rlcd
Constructors in edu.cmu.tetrad.search.rlcd with parameters of type ICovarianceMatrixModifierConstructorDescriptionChi2RankTest(ICovarianceMatrix cov, double nScaling) Constructs the test from a covariance or correlation matrix.EmCovarianceRankTest(ICovarianceMatrix cov, int[][] pairwiseCounts, int numRows) Constructs the test over an estimated covariance matrix with the mean-pairwise sample-size rule.EmCovarianceRankTest(ICovarianceMatrix cov, int[][] pairwiseCounts, int numRows, MissingDataSpec.EffectiveSampleSizeMode essMode, double nScaling) Constructs the test over an estimated covariance matrix. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.score
Methods in edu.cmu.tetrad.search.score that return ICovarianceMatrixModifier and TypeMethodDescriptionBgeScore.getCovariances()Returns the covariance matrix the score is computed from, or null under test-wise deletion (where there is no single covariance matrix; each family has its own).GicScores.getCovariances()Returns the sample size.PoissonPriorScore.getCovariances()Returns the covariance matrix.SemBicScore.getCovariances()Returns the covariance matrix.ZsbScore.getCovariances()Returns the covariance matrix.Methods in edu.cmu.tetrad.search.score with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionstatic SemBicScore.CovAndCoefsSemBicScore.getCovAndCoefs(int i, int[] parents, Matrix data, ICovarianceMatrix covariances, boolean calculateRowSubsets, double lambda) Returns the covariance matrix of the regression of the ith variable on its parents and the regression coefficients.static @NotNull SemBicScore.CovAndCoefsSemBicScore.getCovAndCoefs(int i, int[] parents, Matrix data, ICovarianceMatrix covariances, double lambda, List<Integer> rows) Returns the covariance matrix of the regression of the ith variable on its parents and the regressionstatic doubleSemBicScore.getResidualVariance(int i, int[] parents, Matrix data, ICovarianceMatrix covariances, boolean calculateRowSubsets, double lambda) Returns the variance of the residual of the regression of the ith variable on its parents.Constructors in edu.cmu.tetrad.search.score with parameters of type ICovarianceMatrixModifierConstructorDescriptionBgeScore(ICovarianceMatrix covariances) Constructs a BGe score from a covariance matrix.EbicScore(ICovarianceMatrix covariances) Constructs the score using a covariance matrix.GicScores(ICovarianceMatrix covariances) Constructs the score using a covariance matrix.InstanceAugmentedSemBicScore(ICovarianceMatrix cov, double[] instanceRowCentered) Constructs an `InstanceAugmentedSemBicScore` object using a covariance matrix and a fully centered row of instance data.InstanceAugmentedSemBicScore(ICovarianceMatrix cov, double[] instanceRowRaw, double[] populationMeans) Constructs an `InstanceAugmentedSemBicScore` object using a covariance matrix, a raw row of instance data, and the population mean values.Constructs the scorer for a covariance matrix.PoissonPriorScore(ICovarianceMatrix covariances) Constructs the score using a covariance matrix.SemBicScore(ICovarianceMatrix covariances) Constructs the score using a covariance matrix.SemBicScore(ICovarianceMatrix covariances, double penaltyDiscount) Constructs the score using a covariance matrix.ZsbScore(ICovarianceMatrix covMatrix) Constructs the score using a covariance matrix. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.test
Methods in edu.cmu.tetrad.search.test that return ICovarianceMatrixModifier and TypeMethodDescriptionCachingIndependenceTest.getCov()Returns the covariance matrix of the base test.EdgePriorTest.getCov()Returns the covariance matrix of the wrapped test.default ICovarianceMatrixIndependenceTest.getCov()Returns the covariance matrix.IndTestFisherZ.getCov()Retrieves the covariance matrix used by this instance.IndTestFisherZConcatenateResiduals.getCov()Deprecated.Returns the covariance matrix for the data sets.IndTestFisherZFisherPValue.getCov()Returns the covariance matrix of the concatenated data.IndTestTrekSep.getCov()Deprecated.Returns the covariance matrix.ScoreIndTest.getCov()Returns the covariance matrix.Constructors in edu.cmu.tetrad.search.test with parameters of type ICovarianceMatrixModifierConstructorDescriptionIndTestFisherZ(ICovarianceMatrix covMatrix, double alpha) Constructs an instance of IndTestFisherZ using the given covariance matrix and significance level.IndTestFisherZ(ICovarianceMatrix covMatrix, double alpha, double ridge) Constructor for the IndTestFisherZ class.IndTestTrekSep(ICovarianceMatrix covMatrix, double alpha, List<List<Node>> clustering, List<Node> latents) Deprecated.Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.utils
Methods in edu.cmu.tetrad.search.utils that return ICovarianceMatrixModifier and TypeMethodDescriptionTetradTest.getCovMatrix()getCovMatrix.TetradTestContinuous.getCovMatrix()getCovMatrix.TetradTestDiscrete.getCovMatrix()getCovMatrix.TetradTestPopulation.getCovMatrix()getCovMatrix.Methods in edu.cmu.tetrad.search.utils with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionFlopInitialOrder.initialOrder(ICovarianceMatrix covariances) Computes the FLOP initial order for the variables of the given covariance matrix.Embedding.pruneUninformativeBasisColumns(DataSet dataSet, Map<Integer, List<Integer>> embedding, ICovarianceMatrix embeddedCorr) Prunes uninformative basis columns from an embedding using a BIC-crossing screen, so that the effective truncation of each continuous variable is chosen by the data rather than by the truncationLimit parameter.voidTetradTestContinuous.setCovMatrix(ICovarianceMatrix covMatrix) Setter for the fieldcovMatrix.Constructors in edu.cmu.tetrad.search.utils with parameters of type ICovarianceMatrixModifierConstructorDescriptionConstructs a test using the given covariance matrix.DeltaTetradTest(ICovarianceMatrix covarianceMatrix) Constructor for a covariance matrix.Constructs a test using the given covariance matrix.DeltaTetradTest3(ICovarianceMatrix covarianceMatrix) Constructor for a covariance matrix.Constructor -
Uses of ICovarianceMatrix in edu.cmu.tetrad.search.work_in_progress
Methods in edu.cmu.tetrad.search.work_in_progress that return ICovarianceMatrixModifier and TypeMethodDescriptionIndTestFisherZPercentIndependent.getCov()Deprecated.Retrieves the covariance matrix.IndTestFisherZRecursive.getCov()Deprecated.getCov.IndTestPositiveCorr.getCov()Deprecated.getCov.SampleVcpc.getCov()getCov.SampleVcpcFast.getCov()getCov.SemBicScoreDeterministic.getCovariances()Getter for the fieldcovariances.Constructors in edu.cmu.tetrad.search.work_in_progress with parameters of type ICovarianceMatrixModifierConstructorDescriptionIndTestCramerT(ICovarianceMatrix covMatrix, double alpha) Deprecated.Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level.IndTestFisherZRecursive(ICovarianceMatrix covMatrix, double alpha) Deprecated.Constructs a new independence test that will determine conditional independence facts using the given correlation matrix and the given significance level.MagSemBicScore(ICovarianceMatrix covariances) Constructor.SemBicScoreDeterministic(ICovarianceMatrix covariances) Constructs the score using a covariance matrix.Washdown(ICovarianceMatrix cov, double alpha) Constructor. -
Uses of ICovarianceMatrix in edu.cmu.tetrad.sem
Methods in edu.cmu.tetrad.sem that return ICovarianceMatrixModifier and TypeMethodDescriptionDagScorer.getCovMatrix()Getter for the fieldcovMatrix.Scorer.getCovMatrix()getCovMatrix.SemEstimator.getCovMatrix()Getter for the fieldcovMatrix.Methods in edu.cmu.tetrad.sem with parameters of type ICovarianceMatrixModifier and TypeMethodDescriptionstatic doubleRicf.logLikMAG(cern.colt.matrix.DoubleMatrix2D B, cern.colt.matrix.DoubleMatrix2D Omega, cern.colt.matrix.DoubleMatrix2D Lambda, int[] ug, ICovarianceMatrix covMatrix) Calculates the log-likelihood for a Mixed Ancestral Graph (MAG) model given the input matrices and provides a measure of model fit.Ricf.ricf(SemGraph mag, ICovarianceMatrix covMatrix, double tolerance) Calculates the Restricted Information Criterion Fusion (RICF) for a given SemGraph.RicfEjml.ricf(Graph admg, ICovarianceMatrix covMatrix) Runs RICF with the default tolerance and iteration cap.RicfEjml.ricf(Graph admg, ICovarianceMatrix covMatrix, double tol, int maxIters) Runs Residual Iterative Conditional Fitting for a Gaussian ADMG/MAG.Ricf.ricf2(Graph mag, ICovarianceMatrix covMatrix, double tolerance) Same as above but takes a Graph instead of a SemGraphvoidSemIm.setCovMatrix(ICovarianceMatrix covMatrix) Sets the sample covariance matrix for this Sem as a submatrix of the given matrix.Constructors in edu.cmu.tetrad.sem with parameters of type ICovarianceMatrixModifierConstructorDescriptionDagScorer(ICovarianceMatrix covMatrix) Constructs a new SemEstimator that uses the specified optimizer.RicfResult(cern.colt.matrix.DoubleMatrix2D shat, cern.colt.matrix.DoubleMatrix2D lhat, cern.colt.matrix.DoubleMatrix2D bhat, cern.colt.matrix.DoubleMatrix2D ohat, int iterations, double diff, ICovarianceMatrix covMatrix) The result.SemEstimator(ICovarianceMatrix covMatrix, SemPm semPm) Constructs a SEM estimator that does default estimation.SemEstimator(ICovarianceMatrix covMatrix, SemPm semPm, SemOptimizer semOptimizer) Constructs a new SemEstimator that uses the specified optimizer.SemIm(SemPm semPm, ICovarianceMatrix covMatrix) Constructs a SEM model using the given SEM PM and sample covariance matrix.