Runs ICA-based Lingam given a dataset dat. Returns the causal order estimated from the data using the LiNGAM-ICA algorithm.

ica_lingam_search(dat, contrast_fun = c("logcosh", "exp"))

Arguments

dat

Numeric matrix. Dataset matrix with n rows (observations) and p columns (variables).

contrast_fun

Character. The functional form of the contrast function used in the Fast-ICA step. It is one of "logcosh" (the default choice) and "exp". For further details see the paper from Hyvarinen, A., https://ieeexplore.ieee.org/abstract/document/761722/.

Value

Numeric vector (or NA in case of error). The causal order estimated from the data.

Details

This function is a wrapper around estLiNGAM from the package pcalg (see https://CRAN.R-project.org/package=pcalg ). The function estLiNGAM is slightly modified to allow for different contrast functions in the fast-ICA step of LiNGAM. To modify estLiNGAM, we included in this package several internal functions from pcalg. All the credits go to the authors of the pcalg package:

Markus Kalisch, Alain Hauser , Martin Maechler, Diego Colombo, Doris Entner, Patrik Hoyer, Antti Hyttinen, Jonas Peters, Nicoletta Andri, Emilija Perkovic, Preetam Nandy, Philipp Ruetimann, Daniel Stekhoven, Manuel Schuerch, Marco Eigenmann.