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; }
/** * Constructs a new standardized SEM IM from the freeParameters in the given SEM IM. * * @param im Stop asking me for these things! The given SEM IM!!! * @param initialization CALCULATE_FROM_SEM if the initial values will be calculated from the * given SEM IM; INITIALIZE_FROM_DATA if data will be simulated from the given SEM, * standardized, and estimated. */ public StandardizedSemIm(SemIm im, Initialization initialization) { this.semPm = new SemPm(im.getSemPm()); this.semGraph = new SemGraph(semPm.getGraph()); semGraph.setShowErrorTerms(true); if (semGraph.existsDirectedCycle()) { throw new IllegalArgumentException("The cyclic case is not handled."); } if (initialization == Initialization.CALCULATE_FROM_SEM) { // This code calculates the new coefficients directly from the old ones. edgeParameters = new HashMap<Edge, Double>(); List<Node> nodes = im.getVariableNodes(); TetradMatrix impliedCovar = im.getImplCovar(true); for (Parameter parameter : im.getSemPm().getParameters()) { if (parameter.getType() == ParamType.COEF) { Node a = parameter.getNodeA(); Node b = parameter.getNodeB(); int aindex = nodes.indexOf(a); int bindex = nodes.indexOf(b); double vara = impliedCovar.get(aindex, aindex); double stda = Math.sqrt(vara); double varb = impliedCovar.get(bindex, bindex); double stdb = Math.sqrt(varb); double oldCoef = im.getEdgeCoef(a, b); double newCoef = (stda / stdb) * oldCoef; edgeParameters.put(Edges.directedEdge(a, b), newCoef); } else if (parameter.getType() == ParamType.COVAR) { Node a = parameter.getNodeA(); Node b = parameter.getNodeB(); Node exoa = semGraph.getExogenous(a); Node exob = semGraph.getExogenous(b); double covar = im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b)); edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar); } } } else { // This code estimates the new coefficients from simulated data from the old model. DataSet dataSet = im.simulateData(1000, false); TetradMatrix _dataSet = dataSet.getDoubleData(); _dataSet = DataUtils.standardizeData(_dataSet); DataSet dataSetStandardized = ColtDataSet.makeData(dataSet.getVariables(), _dataSet); SemEstimator estimator = new SemEstimator(dataSetStandardized, im.getSemPm()); SemIm imStandardized = estimator.estimate(); edgeParameters = new HashMap<Edge, Double>(); for (Parameter parameter : imStandardized.getSemPm().getParameters()) { if (parameter.getType() == ParamType.COEF) { Node a = parameter.getNodeA(); Node b = parameter.getNodeB(); double coef = imStandardized.getEdgeCoef(a, b); edgeParameters.put(Edges.directedEdge(a, b), coef); } else if (parameter.getType() == ParamType.COVAR) { Node a = parameter.getNodeA(); Node b = parameter.getNodeB(); Node exoa = semGraph.getExogenous(a); Node exob = semGraph.getExogenous(b); double covar = -im.getErrCovar(a, b) / Math.sqrt(im.getErrVar(a) * im.getErrVar(b)); edgeParameters.put(Edges.bidirectedEdge(exoa, exob), covar); } } } this.measuredNodes = Collections.unmodifiableList(semPm.getMeasuredNodes()); }