Example #1
0
  /**
   * Calculates the sample likelihood and BIC score for i given its parents in a simple SEM model.
   */
  private double localSemScore(int i, int[] parents) {
    try {
      ICovarianceMatrix cov = getCovMatrix();
      double varianceY = cov.getValue(i, i);
      double residualVariance = varianceY;
      int n = sampleSize();
      int p = parents.length;
      int k = (p * (p + 1)) / 2 + p;
      //            int k = (p + 1) * (p + 1);
      //            int k = p + 1;
      TetradMatrix covxx = cov.getSelection(parents, parents);
      TetradMatrix covxxInv = covxx.inverse();
      TetradVector covxy = cov.getSelection(parents, new int[] {i}).getColumn(0);
      TetradVector b = covxxInv.times(covxy);
      residualVariance -= covxy.dotProduct(b);

      if (residualVariance <= 0 && verbose) {
        out.println(
            "Nonpositive residual varianceY: resVar / varianceY = "
                + (residualVariance / varianceY));
        return Double.NaN;
      }

      double c = getPenaltyDiscount();

      //            return -n * log(residualVariance) - 2 * k; //AIC
      return -n * Math.log(residualVariance) - c * k * Math.log(n);
      //            return -n * log(residualVariance) - c * k * (log(n) - log(2 * PI));
    } catch (Exception e) {
      e.printStackTrace();
      throw new RuntimeException(e);
      //            throwMinimalLinearDependentSet(parents, cov);
    }
  }
Example #2
0
  /**
   * If using a covariance matrix or a correlation matrix, just returns the lookups. Otherwise
   * calculates the covariance.
   */
  private double r(Node _node1, Node _node2) {
    int i = variablesHash.get(_node1);
    int j = variablesHash.get(_node2);

    if (cov != null) {
      return cov.getValue(i, j);
    } else {
      double[] arr1 = data[i];
      double[] arr2 = data[j];
      return sxy(arr1, arr2, arr1.length);
    }
  }