Exemple #1
0
  private double pValue(Node node, List<Node> parents) {
    List<Double> _residuals = new ArrayList<Double>();

    Node _target = node;
    List<Node> _regressors = parents;
    Node target = getVariable(variables, _target.getName());
    List<Node> regressors = new ArrayList<Node>();

    for (Node _regressor : _regressors) {
      Node variable = getVariable(variables, _regressor.getName());
      regressors.add(variable);
    }

    DATASET:
    for (int m = 0; m < dataSets.size(); m++) {
      RegressionResult result = regressions.get(m).regress(target, regressors);
      TetradVector residualsSingleDataset = result.getResiduals();

      for (int h = 0; h < residualsSingleDataset.size(); h++) {
        if (Double.isNaN(residualsSingleDataset.get(h))) {
          continue DATASET;
        }
      }

      DoubleArrayList _residualsSingleDataset =
          new DoubleArrayList(residualsSingleDataset.toArray());

      double mean = Descriptive.mean(_residualsSingleDataset);
      double std =
          Descriptive.standardDeviation(
              Descriptive.variance(
                  _residualsSingleDataset.size(),
                  Descriptive.sum(_residualsSingleDataset),
                  Descriptive.sumOfSquares(_residualsSingleDataset)));

      for (int i2 = 0; i2 < _residualsSingleDataset.size(); i2++) {
        //                _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean) /
        // std);
        if (isMeanCenterResiduals()) {
          _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean));
        }
        //                _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2)));
      }

      for (int k = 0; k < _residualsSingleDataset.size(); k++) {
        _residuals.add(_residualsSingleDataset.get(k));
      }
    }

    double[] _f = new double[_residuals.size()];

    for (int k = 0; k < _residuals.size(); k++) {
      _f[k] = _residuals.get(k);
    }

    return new AndersonDarlingTest(_f).getP();
  }
Exemple #2
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  public Lofs(Graph pattern, List<DataSet> dataSets) throws IllegalArgumentException {

    if (pattern == null) {
      throw new IllegalArgumentException("Pattern must be specified.");
    }

    if (dataSets == null) {
      throw new IllegalArgumentException("Data set must be specified.");
    }

    this.pattern = pattern;
    this.dataSets = dataSets;

    regressions = new ArrayList<Regression>();
    this.variables = dataSets.get(0).getVariables();

    for (DataSet dataSet : dataSets) {
      regressions.add(new RegressionDataset(dataSet));
    }
  }
Exemple #3
0
  private double andersonDarlingPASquareStarB(Node node, List<Node> parents) {
    List<Double> _residuals = new ArrayList<Double>();

    Node _target = node;
    List<Node> _regressors = parents;
    Node target = getVariable(variables, _target.getName());
    List<Node> regressors = new ArrayList<Node>();

    for (Node _regressor : _regressors) {
      Node variable = getVariable(variables, _regressor.getName());
      regressors.add(variable);
    }

    double sum = 0.0;

    DATASET:
    for (int m = 0; m < dataSets.size(); m++) {
      RegressionResult result = regressions.get(m).regress(target, regressors);
      TetradVector residualsSingleDataset = result.getResiduals();

      for (int h = 0; h < residualsSingleDataset.size(); h++) {
        if (Double.isNaN(residualsSingleDataset.get(h))) {
          continue DATASET;
        }
      }

      DoubleArrayList _residualsSingleDataset =
          new DoubleArrayList(residualsSingleDataset.toArray());

      double mean = Descriptive.mean(_residualsSingleDataset);
      double std =
          Descriptive.standardDeviation(
              Descriptive.variance(
                  _residualsSingleDataset.size(),
                  Descriptive.sum(_residualsSingleDataset),
                  Descriptive.sumOfSquares(_residualsSingleDataset)));

      // By centering the individual residual columns, all moments of the mixture become weighted
      // averages of the moments
      // of the individual columns.
      // http://en.wikipedia.org/wiki/Mixture_distribution#Finite_and_countable_mixtures
      for (int i2 = 0; i2 < _residualsSingleDataset.size(); i2++) {
        //                _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean) /
        // std);
        //                _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2)) / std);
        if (isMeanCenterResiduals()) {
          _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean));
        }
      }

      double[] _f = new double[_residuals.size()];

      for (int k = 0; k < _residuals.size(); k++) {
        _f[k] = _residuals.get(k);
      }

      sum += new AndersonDarlingTest(_f).getASquaredStar();
    }

    return sum / dataSets.size();
  }
Exemple #4
0
  private double localScoreB(Node node, List<Node> parents) {

    double score = 0.0;
    double maxScore = Double.NEGATIVE_INFINITY;

    Node _target = node;
    List<Node> _regressors = parents;
    Node target = getVariable(variables, _target.getName());
    List<Node> regressors = new ArrayList<Node>();

    for (Node _regressor : _regressors) {
      Node variable = getVariable(variables, _regressor.getName());
      regressors.add(variable);
    }

    DATASET:
    for (int m = 0; m < dataSets.size(); m++) {
      RegressionResult result = regressions.get(m).regress(target, regressors);
      TetradVector residualsSingleDataset = result.getResiduals();
      DoubleArrayList _residualsSingleDataset =
          new DoubleArrayList(residualsSingleDataset.toArray());

      for (int h = 0; h < residualsSingleDataset.size(); h++) {
        if (Double.isNaN(residualsSingleDataset.get(h))) {
          continue DATASET;
        }
      }

      double mean = Descriptive.mean(_residualsSingleDataset);
      double std =
          Descriptive.standardDeviation(
              Descriptive.variance(
                  _residualsSingleDataset.size(),
                  Descriptive.sum(_residualsSingleDataset),
                  Descriptive.sumOfSquares(_residualsSingleDataset)));

      for (int i2 = 0; i2 < _residualsSingleDataset.size(); i2++) {
        _residualsSingleDataset.set(i2, (_residualsSingleDataset.get(i2) - mean) / std);
      }

      double[] _f = new double[_residualsSingleDataset.size()];

      for (int k = 0; k < _residualsSingleDataset.size(); k++) {
        _f[k] = _residualsSingleDataset.get(k);
      }

      DoubleArrayList f = new DoubleArrayList(_f);

      for (int k = 0; k < f.size(); k++) {
        f.set(k, Math.abs(f.get(k)));
      }

      double _mean = Descriptive.mean(f);
      double diff = _mean - Math.sqrt(2.0 / Math.PI);
      score += diff * diff;

      if (score > maxScore) {
        maxScore = score;
      }
    }

    double avg = score / dataSets.size();

    return avg;
  }