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"))
Numeric matrix. Dataset matrix with n
rows (observations) and p
columns (variables).
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/.
Numeric vector (or NA
in case of error).
The causal order estimated from the data.
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.