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PC algorithm #304

Merged
merged 23 commits into from
Apr 7, 2023
Merged

PC algorithm #304

merged 23 commits into from
Apr 7, 2023

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kahaaga
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@kahaaga kahaaga commented Apr 7, 2023

This PR introduces (fixes and finalizes undocumented code) the PC-algorithm for causal graph inference.

  • Implemented as the PC type, which is compatible with infer_graph and returns a SimpleDiGraph.
  • Compatible with any non-directional independence test
  • Errors for directional measures such as TransferEntropy (because the skeleton search phase isn't well defined in those cases; a special directional version can be implemented later)
  • Tests. "Analytical", in the sense that we reproduce the same graphs as in CausalInference.jl using a correlation-based independence test.
  • Adds a few documentation examples.

@kahaaga kahaaga added the new algorithm Implement a new algorithm label Apr 7, 2023
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Codecov Report

Merging #304 (fd04512) into master (a6ffb73) will decrease coverage by 0.58%.
The diff coverage is 0.00%.

@@            Coverage Diff             @@
##           master     #304      +/-   ##
==========================================
- Coverage   53.81%   53.24%   -0.58%     
==========================================
  Files         152      152              
  Lines        4662     4712      +50     
==========================================
  Hits         2509     2509              
- Misses       2153     2203      +50     
Impacted Files Coverage Δ
src/causal_graphs/pc/PC.jl 0.00% <0.00%> (ø)
src/causal_graphs/pc/cpdag.jl 0.00% <0.00%> (ø)
src/causal_graphs/pc/skeleton.jl 0.00% <0.00%> (ø)
src/causal_graphs/pc/skeleton_directed.jl 0.00% <0.00%> (ø)
src/core.jl 50.00% <ø> (ø)
src/independence_tests/parametric/CorrTest.jl 80.76% <ø> (ø)

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@kahaaga kahaaga merged commit 1239520 into master Apr 7, 2023
@kahaaga kahaaga deleted the resurrect_pc_stable branch April 7, 2023 18:49
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2 participants