R Code for 'backShift', an algorithm to estimate the connectivity matrix of a directed (possibly cyclic) graph with hidden variables. The underlying system is required to be linear and we assume that observations under different shift interventions are available.
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See the package vignettes for more details.
D. Rothenhaeusler, C. Heinze, J. Peters and N. Meinshausen. "backShift: Learning causal cyclic graphs from unknown shift interventions". Advances in Neural Information Processing Systems (NIPS) 28, 2015. arXiv.