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dualpc

Dual PC

Package dualPC
Version  
Language R
Docs  
Paper :footcite:t:`pmlr-v186-giudice22a`
Graph type CG, CPDAG
Docker bpimages/dualpc:585751b
Module folder dualpc

Description

The dual PC algorithm is a novel scheme to carry out the conditional independence tests within the PC algorithm for Gaussian data, by leveraging the inverse relationship between covariance and precision matrices. The algorithm exploits block matrix inversions on the covariance and precision matrices to simultaneously perform tests on partial correlations of complementary (or dual) conditioning sets. Simulation studies indicate that the dual PC algorithm outperforms the classic PC algorithm both in terms of run time and in recovering the underlying network structure.

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.. footbibliography::