R/DirectLiNGAM_fast.R

In ericstrobl/RCI: Root Causal Inference

DirectLiNGAM_fast <- function(X){
  X = as.matrix(X)
  
  K = c() #1 
  U = 1:ncol(X) #2
  X = normalizeData(X) #3
  Cov = cov(X) #4
  
  repeat{ #11
    
    root = FindRoot_fast(X,U,Cov) #6
    
    K = c(K,root) #7
    U = U[-which(U==root)] #8
    
    if (length(U)==0){ ###
      break ###
    } ###
    X = UpdateData(X,U,Cov,root) #9
    Cov = UpdateCovMat(U,Cov,root) #10
  }
  
  return(list(K=K,X=X[,K,drop=FALSE])) #output
}