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Fix a numerical issue in fisherz #108

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merged 2 commits into from
Apr 7, 2023
Merged

Fix a numerical issue in fisherz #108

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3822788
fix a numerical issue in FisherZ
MarkDana Apr 7, 2023
ee09591
fix a numerical issue in FisherZ
MarkDana Apr 7, 2023
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2 changes: 2 additions & 0 deletions causallearn/utils/cit.py
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Original file line number Diff line number Diff line change
Expand Up @@ -163,6 +163,7 @@ def __call__(self, X, Y, condition_set=None):
except np.linalg.LinAlgError:
raise ValueError('Data correlation matrix is singular. Cannot run fisherz test. Please check your data.')
r = -inv[0, 1] / sqrt(inv[0, 0] * inv[1, 1])
if abs(r) >= 1: r = (1. - np.finfo(float).eps) * np.sign(r) # may happen when samplesize is very small or relation is deterministic
Z = 0.5 * log((1 + r) / (1 - r))
X = sqrt(self.sample_size - len(condition_set) - 3) * abs(Z)
p = 2 * (1 - norm.cdf(abs(X)))
Expand Down Expand Up @@ -382,6 +383,7 @@ def __call__(self, X, Y, condition_set=None):
except np.linalg.LinAlgError:
raise ValueError('Data correlation matrix is singular. Cannot run fisherz test. Please check your data.')
r = -inv[0, 1] / sqrt(inv[0, 0] * inv[1, 1])
if abs(r) >= 1: r = (1. - np.finfo(float).eps) * np.sign(r) # may happen when samplesize is very small or relation is deterministic
Z = 0.5 * log((1 + r) / (1 - r))
X = sqrt(len(test_wise_deletion_XYcond_rows_index) - len(condition_set) - 3) * abs(Z)
p = 2 * (1 - norm.cdf(abs(X)))
Expand Down