ease: Extremal Ancestral SEarch

In nicolagnecco/causalXtreme: Causal discovery in heavy-tailed models

Extremal Ancestral SEarch

Description

Runs extremal ancestral search (EASE) algorithm on the given dataset dat.

Usage

ease(dat, k = floor(n^0.4), both_tails = TRUE)

Arguments

dat	Numeric matrix. Dataset matrix with n rows (observations) and p columns (variables).
k	Positive integer. The number of extreme observations used to compute the causal tail coefficient. Set by default to k = floor(n^0.4). It must be greater than 1 and smaller than n.
both_tails	Boolean. Do you consider both tails when computing the causal tail coefficient? If both_tails = TRUE, then you use the \Psi formulation. If both_tails = FALSE, then you use the \Gamma formulation. Set by default to TRUE.

Value

Numeric vector. The causal order estimated from the data.

nicolagnecco/causalXtreme documentation built on April 21, 2024, 4:22 a.m.