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The CMI tests take quite a long time right now, even for moderately sized data sets. It would be really interesting to investigate different approaches to speeding these tests up, e.g. via parallelization of the CMI tests or of the PC/FCI algorithms.
Contributions, comments and feature requests are most welcome.
The vanilla PC algorithm, the Markov skeleton algorithm and a function to check
d
-separation for directed graphs are implemented.Regards!
Tagging @TFGIT, @jeffwong
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