/**
* Takes a Cholesky decomposition from the Cholesky.cholesky method and a set of data simulated
* using the information in that matrix. Written by Don Crimbchin. Modified June 8, Matt
* Easterday: added a random # seed so that data can be recalculated with the same result in
* Causality lab
*
* @param cholesky the result from cholesky above.
* @param randomUtil a random number generator, if null the method will make a new generator for
* each random number needed
* @return an array the same length as the width or length (cholesky should have the same width
* and length) containing a randomly generate data set.
*/
private double[] exogenousData(TetradMatrix cholesky, RandomUtil randomUtil) {
// Step 1. Generate normal samples.
double exoData[] = new double[cholesky.rows()];
for (int i = 0; i < exoData.length; i++) {
exoData[i] = randomUtil.nextNormal(0, 1);
}
// Step 2. Multiply by cholesky to get correct covariance.
double point[] = new double[exoData.length];
for (int i = 0; i < exoData.length; i++) {
double sum = 0.0;
for (int j = 0; j <= i; j++) {
sum += cholesky.get(i, j) * exoData[j];
}
point[i] = sum;
}
return point;
}
/**
* @param sampleSize The sample size of the desired data set.
* @param latentDataSaved True if latent variables should be included in the data set.
* @return This returns a standardized data set simulated from the model, using the reduced form
* method.
*/
public DataSet simulateDataReducedForm(int sampleSize, boolean latentDataSaved) {
int numVars = getVariableNodes().size();
// Calculate inv(I - edgeCoef)
TetradMatrix edgeCoef = edgeCoef().copy().transpose();
// TetradMatrix iMinusB = TetradAlgebra.identity(edgeCoef.rows());
// iMinusB.assign(edgeCoef, Functions.minus);
TetradMatrix iMinusB = TetradAlgebra.identity(edgeCoef.rows()).minus(edgeCoef);
TetradMatrix inv = iMinusB.inverse();
// Pick error values e, for each calculate inv * e.
TetradMatrix sim = new TetradMatrix(sampleSize, numVars);
// Generate error data with the right variances and covariances, then override this
// with error data for varaibles that have special distributions defined. Not ideal,
// but not sure what else to do at the moment. It's better than not taking covariances
// into account!
TetradMatrix cholesky = MatrixUtils.choleskyC(errCovar(errorVariances()));
for (int i = 0; i < sampleSize; i++) {
TetradVector e = new TetradVector(exogenousData(cholesky, RandomUtil.getInstance()));
TetradVector ePrime = inv.times(e);
sim.assignRow(i, ePrime); // sim.viewRow(i).assign(ePrime);
}
DataSet fullDataSet = ColtDataSet.makeContinuousData(getVariableNodes(), sim);
if (latentDataSaved) {
return fullDataSet;
} else {
return DataUtils.restrictToMeasured(fullDataSet);
}
}
private void resolveOneEdgeMax(Graph graph, Node x, Node y, boolean strong, Graph oldGraph) {
if (RandomUtil.getInstance().nextDouble() > 0.5) {
Node temp = x;
x = y;
y = temp;
}
TetradLogger.getInstance().log("info", "\nEDGE " + x + " --- " + y);
SortedMap<Double, String> scoreReports = new TreeMap<Double, String>();
List<Node> neighborsx = graph.getAdjacentNodes(x);
neighborsx.remove(y);
double max = Double.NEGATIVE_INFINITY;
boolean left = false;
boolean right = false;
DepthChoiceGenerator genx = new DepthChoiceGenerator(neighborsx.size(), neighborsx.size());
int[] choicex;
while ((choicex = genx.next()) != null) {
List<Node> condxMinus = GraphUtils.asList(choicex, neighborsx);
List<Node> condxPlus = new ArrayList<Node>(condxMinus);
condxPlus.add(y);
double xPlus = score(x, condxPlus);
double xMinus = score(x, condxMinus);
List<Node> neighborsy = graph.getAdjacentNodes(y);
neighborsy.remove(x);
DepthChoiceGenerator geny = new DepthChoiceGenerator(neighborsy.size(), neighborsy.size());
int[] choicey;
while ((choicey = geny.next()) != null) {
List<Node> condyMinus = GraphUtils.asList(choicey, neighborsy);
// List<Node> parentsY = oldGraph.getParents(y);
// parentsY.remove(x);
// if (!condyMinus.containsAll(parentsY)) {
// continue;
// }
List<Node> condyPlus = new ArrayList<Node>(condyMinus);
condyPlus.add(x);
double yPlus = score(y, condyPlus);
double yMinus = score(y, condyMinus);
// Checking them all at once is expensive but avoids lexical ordering problems in the
// algorithm.
if (normal(y, condyPlus)
|| normal(x, condxMinus)
|| normal(x, condxPlus)
|| normal(y, condyMinus)) {
continue;
}
double delta = 0.0;
if (strong) {
if (yPlus <= xPlus + delta && xMinus <= yMinus + delta) {
double score = combinedScore(xPlus, yMinus);
if (yPlus <= yMinus + delta && xMinus <= xPlus + delta) {
StringBuilder builder = new StringBuilder();
builder.append("\nStrong " + y + "->" + x + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
if (score > max) {
max = score;
left = true;
right = false;
}
} else {
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
}
} else if (xPlus <= yPlus + delta && yMinus <= xMinus + delta) {
double score = combinedScore(yPlus, xMinus);
if (yMinus <= yPlus + delta && xPlus <= xMinus + delta) {
StringBuilder builder = new StringBuilder();
builder.append("\nStrong " + x + "->" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
if (score > max) {
max = score;
left = false;
right = true;
}
} else {
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
}
} else if (yPlus <= xPlus + delta && yMinus <= xMinus + delta) {
double score = combinedScore(yPlus, xMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
} else if (xPlus <= yPlus + delta && xMinus <= yMinus + delta) {
double score = combinedScore(yPlus, xMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
}
} else {
if (yPlus <= xPlus + delta && xMinus <= yMinus + delta) {
double score = combinedScore(xPlus, yMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nWeak " + y + "->" + x + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
if (score > max) {
max = score;
left = true;
right = false;
}
} else if (xPlus <= yPlus + delta && yMinus <= xMinus + delta) {
double score = combinedScore(yPlus, xMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nWeak " + x + "->" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
if (score > max) {
max = score;
left = false;
right = true;
}
} else if (yPlus <= xPlus + delta && yMinus <= xMinus + delta) {
double score = combinedScore(yPlus, xMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
} else if (xPlus <= yPlus + delta && xMinus <= yMinus + delta) {
double score = combinedScore(yPlus, xMinus);
StringBuilder builder = new StringBuilder();
builder.append("\nNo directed edge " + x + "--" + y + " " + score);
builder.append("\n Parents(" + x + ") = " + condxMinus);
builder.append("\n Parents(" + y + ") = " + condyMinus);
scoreReports.put(-score, builder.toString());
}
}
}
}
for (double score : scoreReports.keySet()) {
TetradLogger.getInstance().log("info", scoreReports.get(score));
}
graph.removeEdges(x, y);
if (left) {
graph.addDirectedEdge(y, x);
}
if (right) {
graph.addDirectedEdge(x, y);
}
if (!graph.isAdjacentTo(x, y)) {
graph.addUndirectedEdge(x, y);
}
}