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Example 91 with TetradMatrix

use of edu.cmu.tetrad.util.TetradMatrix in project tetrad by cmu-phil.

the class Ling method nRookColumnAssignments.

private static List<List<Integer>> nRookColumnAssignments(TetradMatrix mat, List<Integer> availableRows) {
    List<List<Integer>> concats = new ArrayList<>();
    System.out.println("mat = " + mat);
    int n = availableRows.size();
    for (int i = 0; i < n; i++) {
        int currentRowIndex = availableRows.get(i);
        if (mat.get(currentRowIndex, 0) != 0) {
            if (mat.columns() > 1) {
                Vector<Integer> newAvailableRows = (new Vector<>(availableRows));
                newAvailableRows.removeElement(currentRowIndex);
                TetradMatrix subMat = mat.getPart(0, mat.rows() - 1, 1, mat.columns() - 2);
                List<List<Integer>> allLater = nRookColumnAssignments(subMat, newAvailableRows);
                for (List<Integer> laterPerm : allLater) {
                    laterPerm.add(0, currentRowIndex);
                    concats.add(laterPerm);
                }
            } else {
                List<Integer> l = new ArrayList<>();
                l.add(currentRowIndex);
                concats.add(l);
            }
        }
    }
    return concats;
}
Also used : ArrayList(java.util.ArrayList) ArrayList(java.util.ArrayList) List(java.util.List) TetradMatrix(edu.cmu.tetrad.util.TetradMatrix)

Example 92 with TetradMatrix

use of edu.cmu.tetrad.util.TetradMatrix in project tetrad by cmu-phil.

the class LingamPattern method getScore.

// =============================PRIVATE METHODS=========================//
private Score getScore(Graph dag, TetradMatrix data, List<Node> variables) {
    // System.out.println("Scoring DAG: " + dag);
    Regression regression = new RegressionDataset(data, variables);
    List<Node> nodes = dag.getNodes();
    double score = 0.0;
    double[] pValues = new double[nodes.size()];
    TetradMatrix residuals = new TetradMatrix(data.rows(), data.columns());
    for (int i = 0; i < nodes.size(); i++) {
        Node _target = nodes.get(i);
        List<Node> _regressors = dag.getParents(_target);
        Node target = getVariable(variables, _target.getName());
        List<Node> regressors = new ArrayList<>();
        for (Node _regressor : _regressors) {
            Node variable = getVariable(variables, _regressor.getName());
            regressors.add(variable);
        }
        RegressionResult result = regression.regress(target, regressors);
        TetradVector residualsColumn = result.getResiduals();
        // residuals.viewColumn(i).assign(residualsColumn);
        residuals.assignColumn(i, residualsColumn);
        DoubleArrayList residualsArray = new DoubleArrayList(residualsColumn.toArray());
        double mean = Descriptive.mean(residualsArray);
        double std = Descriptive.standardDeviation(Descriptive.variance(residualsArray.size(), Descriptive.sum(residualsArray), Descriptive.sumOfSquares(residualsArray)));
        for (int i2 = 0; i2 < residualsArray.size(); i2++) {
            residualsArray.set(i2, (residualsArray.get(i2) - mean) / std);
            residualsArray.set(i2, Math.abs(residualsArray.get(i2)));
        }
        double _mean = Descriptive.mean(residualsArray);
        double diff = _mean - Math.sqrt(2.0 / Math.PI);
        score += diff * diff;
    }
    for (int j = 0; j < residuals.columns(); j++) {
        double[] x = residuals.getColumn(j).toArray();
        double p = new AndersonDarlingTest(x).getP();
        pValues[j] = p;
    }
    return new Score(score, pValues);
}
Also used : Regression(edu.cmu.tetrad.regression.Regression) DoubleArrayList(cern.colt.list.DoubleArrayList) ArrayList(java.util.ArrayList) TetradMatrix(edu.cmu.tetrad.util.TetradMatrix) DoubleArrayList(cern.colt.list.DoubleArrayList) RegressionDataset(edu.cmu.tetrad.regression.RegressionDataset) TetradVector(edu.cmu.tetrad.util.TetradVector) AndersonDarlingTest(edu.cmu.tetrad.data.AndersonDarlingTest) RegressionResult(edu.cmu.tetrad.regression.RegressionResult)

Example 93 with TetradMatrix

use of edu.cmu.tetrad.util.TetradMatrix in project tetrad by cmu-phil.

the class MNLRLikelihood method getLik.

public double getLik(int child_index, int[] parents) {
    double lik = 0;
    Node c = variables.get(child_index);
    List<ContinuousVariable> continuous_parents = new ArrayList<>();
    List<DiscreteVariable> discrete_parents = new ArrayList<>();
    for (int p : parents) {
        Node parent = variables.get(p);
        if (parent instanceof ContinuousVariable) {
            continuous_parents.add((ContinuousVariable) parent);
        } else {
            discrete_parents.add((DiscreteVariable) parent);
        }
    }
    int p = continuous_parents.size();
    List<List<Integer>> cells = adTree.getCellLeaves(discrete_parents);
    // List<List<Integer>> cells = partition(discrete_parents);
    int[] continuousCols = new int[p];
    for (int j = 0; j < p; j++) continuousCols[j] = nodesHash.get(continuous_parents.get(j));
    for (List<Integer> cell : cells) {
        int r = cell.size();
        if (r > 1) {
            double[] mean = new double[p];
            double[] var = new double[p];
            for (int i = 0; i < p; i++) {
                for (int j = 0; j < r; j++) {
                    mean[i] += continuousData[continuousCols[i]][cell.get(j)];
                    var[i] += Math.pow(continuousData[continuousCols[i]][cell.get(j)], 2);
                }
                mean[i] /= r;
                var[i] /= r;
                var[i] -= Math.pow(mean[i], 2);
                var[i] = Math.sqrt(var[i]);
                if (Double.isNaN(var[i])) {
                    System.out.println(var[i]);
                }
            }
            int degree = fDegree;
            if (fDegree < 1) {
                degree = (int) Math.floor(Math.log(r));
            }
            TetradMatrix subset = new TetradMatrix(r, p * degree + 1);
            for (int i = 0; i < r; i++) {
                subset.set(i, p * degree, 1);
                for (int j = 0; j < p; j++) {
                    for (int d = 0; d < degree; d++) {
                        subset.set(i, p * d + j, Math.pow((continuousData[continuousCols[j]][cell.get(i)] - mean[j]) / var[j], d + 1));
                    }
                }
            }
            if (c instanceof ContinuousVariable) {
                TetradVector target = new TetradVector(r);
                for (int i = 0; i < r; i++) {
                    target.set(i, continuousData[child_index][cell.get(i)]);
                }
                lik += multipleRegression(target, subset);
            } else {
                ArrayList<Integer> temp = new ArrayList<>();
                TetradMatrix target = new TetradMatrix(r, ((DiscreteVariable) c).getNumCategories());
                for (int i = 0; i < r; i++) {
                    for (int j = 0; j < ((DiscreteVariable) c).getNumCategories(); j++) {
                        target.set(i, j, -1);
                    }
                    target.set(i, discreteData[child_index][cell.get(i)], 1);
                }
                lik += MultinomialLogisticRegression(target, subset);
            }
        }
    }
    return lik;
}
Also used : Node(edu.cmu.tetrad.graph.Node) TetradMatrix(edu.cmu.tetrad.util.TetradMatrix) ContinuousVariable(edu.cmu.tetrad.data.ContinuousVariable) TetradVector(edu.cmu.tetrad.util.TetradVector) DiscreteVariable(edu.cmu.tetrad.data.DiscreteVariable)

Example 94 with TetradMatrix

use of edu.cmu.tetrad.util.TetradMatrix in project tetrad by cmu-phil.

the class Lingam method estimateCausalOrder.

// ================================PUBLIC METHODS========================//
private CausalOrder estimateCausalOrder(DataSet dataSet) {
    TetradMatrix X = dataSet.getDoubleData();
    FastIca fastIca = new FastIca(X, 30);
    fastIca.setVerbose(false);
    FastIca.IcaResult result = fastIca.findComponents();
    TetradMatrix W = result.getW().transpose();
    System.out.println("W = " + W);
    PermutationGenerator gen1 = new PermutationGenerator(W.rows());
    int[] perm1 = new int[0];
    double sum1 = Double.POSITIVE_INFINITY;
    int[] choice1;
    while ((choice1 = gen1.next()) != null) {
        double sum = 0.0;
        for (int i = 0; i < W.rows(); i++) {
            final double c = W.get(i, choice1[i]);
            sum += 1.0 / abs(c);
        }
        if (sum < sum1) {
            sum1 = sum;
            perm1 = Arrays.copyOf(choice1, choice1.length);
        }
    }
    TetradMatrix WTilde = W.getSelection(perm1, perm1);
    System.out.println("WTilde before normalization = " + WTilde);
    for (int j = 0; j < WTilde.columns(); j++) {
        for (int i = j; i < WTilde.rows(); i++) {
            WTilde.set(i, j, WTilde.get(i, j) / WTilde.get(j, j));
        }
    }
    System.out.println("WTilde after normalization = " + WTilde);
    final int m = dataSet.getNumColumns();
    TetradMatrix B = TetradMatrix.identity(m).minus(WTilde.transpose());
    System.out.println("B = " + B);
    PermutationGenerator gen2 = new PermutationGenerator(B.rows());
    int[] perm2 = new int[0];
    double sum2 = Double.POSITIVE_INFINITY;
    int[] choice2;
    while ((choice2 = gen2.next()) != null) {
        double sum = 0.0;
        for (int i = 0; i < W.rows(); i++) {
            for (int j = i; j < W.rows(); j++) {
                final double c = B.get(choice2[i], choice2[j]);
                sum += c * c;
            }
        }
        if (sum < sum2) {
            sum2 = sum;
            perm2 = Arrays.copyOf(choice2, choice2.length);
        }
    }
    TetradMatrix BTilde = B.getSelection(perm2, perm2);
    System.out.println("BTilde = " + BTilde);
    return new CausalOrder(perm2);
}
Also used : TetradMatrix(edu.cmu.tetrad.util.TetradMatrix) PermutationGenerator(edu.cmu.tetrad.util.PermutationGenerator)

Example 95 with TetradMatrix

use of edu.cmu.tetrad.util.TetradMatrix in project tetrad by cmu-phil.

the class LingamPattern2 method getScore.

// Return the average score.
private Score getScore(Graph dag, List<TetradMatrix> data, List<Node> variables) {
    // System.out.println("Scoring DAG: " + dag);
    int totalSampleSize = 0;
    for (TetradMatrix _data : data) {
        totalSampleSize += _data.rows();
    }
    int numCols = data.get(0).columns();
    List<Node> nodes = dag.getNodes();
    double score = 0.0;
    double[] pValues = new double[nodes.size()];
    TetradMatrix residuals = new TetradMatrix(totalSampleSize, numCols);
    for (int j = 0; j < nodes.size(); j++) {
        List<Double> _residuals = new ArrayList<>();
        Node _target = nodes.get(j);
        List<Node> _regressors = dag.getParents(_target);
        Node target = getVariable(variables, _target.getName());
        List<Node> regressors = new ArrayList<>();
        for (Node _regressor : _regressors) {
            Node variable = getVariable(variables, _regressor.getName());
            regressors.add(variable);
        }
        for (int m = 0; m < data.size(); m++) {
            RegressionResult result = regressions.get(m).regress(target, regressors);
            TetradVector residualsSingleDataset = result.getResiduals();
            DoubleArrayList _residualsSingleDataset = new DoubleArrayList(residualsSingleDataset.toArray());
            double mean = Descriptive.mean(_residualsSingleDataset);
            double std = Descriptive.standardDeviation(Descriptive.variance(_residualsSingleDataset.size(), Descriptive.sum(_residualsSingleDataset), Descriptive.sumOfSquares(_residualsSingleDataset)));
            for (int i2 = 0; i2 < _residualsSingleDataset.size(); i2++) {
                _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean) / std);
            }
            for (int k = 0; k < _residualsSingleDataset.size(); k++) {
                _residuals.add(_residualsSingleDataset.get(k));
            }
            DoubleArrayList f = new DoubleArrayList(_residualsSingleDataset.elements());
            for (int k = 0; k < f.size(); k++) {
                f.set(k, Math.abs(f.get(k)));
            }
            double _mean = Descriptive.mean(f);
            double diff = _mean - Math.sqrt(2.0 / Math.PI);
            score += diff * diff;
        // score += andersonDarlingPASquareStar(target, dag.getParents(target));
        }
        for (int k = 0; k < _residuals.size(); k++) {
            residuals.set(k, j, _residuals.get(k));
        }
    }
    for (int j = 0; j < residuals.columns(); j++) {
        double[] x = residuals.getColumn(j).toArray();
        double p = new AndersonDarlingTest(x).getP();
        pValues[j] = p;
    }
    return new Score(score, pValues);
}
Also used : DoubleArrayList(cern.colt.list.DoubleArrayList) ArrayList(java.util.ArrayList) TetradMatrix(edu.cmu.tetrad.util.TetradMatrix) DoubleArrayList(cern.colt.list.DoubleArrayList) TetradVector(edu.cmu.tetrad.util.TetradVector) AndersonDarlingTest(edu.cmu.tetrad.data.AndersonDarlingTest) RegressionResult(edu.cmu.tetrad.regression.RegressionResult)

Aggregations

TetradMatrix (edu.cmu.tetrad.util.TetradMatrix)161 TetradVector (edu.cmu.tetrad.util.TetradVector)46 ArrayList (java.util.ArrayList)43 Node (edu.cmu.tetrad.graph.Node)41 List (java.util.List)12 CovarianceMatrix (edu.cmu.tetrad.data.CovarianceMatrix)10 DepthChoiceGenerator (edu.cmu.tetrad.util.DepthChoiceGenerator)9 SingularMatrixException (org.apache.commons.math3.linear.SingularMatrixException)9 ContinuousVariable (edu.cmu.tetrad.data.ContinuousVariable)8 RegressionResult (edu.cmu.tetrad.regression.RegressionResult)8 Test (org.junit.Test)8 Regression (edu.cmu.tetrad.regression.Regression)7 RegressionDataset (edu.cmu.tetrad.regression.RegressionDataset)7 SemIm (edu.cmu.tetrad.sem.SemIm)7 Graph (edu.cmu.tetrad.graph.Graph)6 SemPm (edu.cmu.tetrad.sem.SemPm)6 Vector (java.util.Vector)6 DoubleArrayList (cern.colt.list.DoubleArrayList)5 DataSet (edu.cmu.tetrad.data.DataSet)5 ICovarianceMatrix (edu.cmu.tetrad.data.ICovarianceMatrix)5