For the implementation of LV-IDA in R
R
Fetching latest commit…
Cannot retrieve the latest commit at this time.
Permalink
Failed to load latest commit information.
README.md
example.R
iscyclic.R
lvida.R

README.md

lv-ida

For the implementation of LV-IDA in R @author: Daniel Malinsky malinsky@cmu.edu

This repository has the code for LV-IDA (Latent Variable IDA). The algorithm is described in:

Daniel Malinsky and Peter Spirtes. "Estimating causal effects with ancestral graph Markov models." Journal of Machine Learning Research: Workshop and Conference Proceedings (PGM) 52, 2016. (Proceedings of the International Conference on Probabilistic Graphical Models)

It is based on IDA by Maathuis, Kalisch, and Buhlmann. As far as the end-user is concerned, it works just like IDA as implemented in the R package pcalg. See the paper by Kalisch et al. "Causal inference using graphical models with the R package pcalg." Journal of Statistical Software, 47(11):1-26, 2012. If you follow the instructions for using IDA from that paper, you can use LV-IDA.

The important differences:

1) LV-IDA takes a PAG (Partial Ancestral Graph) as input, e.g., the output of the FCI algorithm. (IDA takes a CPDAG, e.g., the output of the PC or GES algorithms.)

2) LV-IDA takes an adjacency matrix instead of a graph as the input representation of a PAG. So, if you run:

fci.est <- fci( ...arguments... )

then do:

lv.ida(x,y,cov(data),fci.est@amat,method="local")

to estimate the multiset of total causal effects of x on y. fci.est@amat gets the right adjacency matrix. x and y should be numbers corresponding to vertices in the graphical model. (Note: the columns and rows of the adjacency matrix should be numbers, in order. This version does not currently support adjacency matrices with character variable names as row/column names.)

If you're not using FCI or RFCI or some other PAG search method in pcalg, then you might need to turn your graph search result into the right kind of adjacency matrix. 1/2/3 at (i,j) means circle/arrowhead/tail at j from i. 0 means no adjacency. For example:

graph: 1<-2<-o3--4

matrix: 1 2 3 4 \n 1 0 3 0 0 \n 2 2 0 1 0 \n 3 0 2 0 3 \n 4 0 0 3 0 \n

No cycles are allowed! Sometimes search algorithms will return cyclic graphs even when that violates the assumption of an acyclic generating structure. The function "iscyclic" in iscyclic.R can be used to check that you have not got a cyclic graph.

Try running the code in example.R to get a feel for how LV-IDA works. Write malinsky@cmu.edu with questions/problems.