Extremal Ancestral SEarch

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

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.