@Test
public void test7() {
RandomUtil.getInstance().setSeed(29999483L);
List<Node> nodes = new ArrayList<>();
int numVars = 10;
for (int i = 0; i < numVars; i++) nodes.add(new ContinuousVariable("X" + (i + 1)));
Graph graph =
GraphUtils.randomGraphRandomForwardEdges(nodes, 0, numVars, 30, 15, 15, false, true);
GeneralizedSemPm pm = new GeneralizedSemPm(graph);
GeneralizedSemIm im = new GeneralizedSemIm(pm);
print(im);
DataSet data = im.simulateDataRecursive(1000, false);
GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
GeneralizedSemIm estIm = estimator.estimate(pm, data);
print(estIm);
print(estimator.getReport());
double aSquaredStar = estimator.getaSquaredStar();
assertEquals(0.67, aSquaredStar, 0.01);
}
@Test
public void test2() {
RandomUtil.getInstance().setSeed(2999983L);
int sampleSize = 1000;
List<Node> variableNodes = new ArrayList<>();
ContinuousVariable x1 = new ContinuousVariable("X1");
ContinuousVariable x2 = new ContinuousVariable("X2");
ContinuousVariable x3 = new ContinuousVariable("X3");
ContinuousVariable x4 = new ContinuousVariable("X4");
ContinuousVariable x5 = new ContinuousVariable("X5");
variableNodes.add(x1);
variableNodes.add(x2);
variableNodes.add(x3);
variableNodes.add(x4);
variableNodes.add(x5);
Graph _graph = new EdgeListGraph(variableNodes);
SemGraph graph = new SemGraph(_graph);
graph.addDirectedEdge(x1, x3);
graph.addDirectedEdge(x2, x3);
graph.addDirectedEdge(x3, x4);
graph.addDirectedEdge(x2, x4);
graph.addDirectedEdge(x4, x5);
graph.addDirectedEdge(x2, x5);
SemPm semPm = new SemPm(graph);
SemIm semIm = new SemIm(semPm);
DataSet dataSet = semIm.simulateData(sampleSize, false);
print(semPm);
GeneralizedSemPm _semPm = new GeneralizedSemPm(semPm);
GeneralizedSemIm _semIm = new GeneralizedSemIm(_semPm, semIm);
DataSet _dataSet = _semIm.simulateDataMinimizeSurface(sampleSize, false);
print(_semPm);
// System.out.println(_dataSet);
for (int j = 0; j < dataSet.getNumColumns(); j++) {
double[] col = dataSet.getDoubleData().getColumn(j).toArray();
double[] _col = _dataSet.getDoubleData().getColumn(j).toArray();
double mean = StatUtils.mean(col);
double _mean = StatUtils.mean(_col);
double variance = StatUtils.variance(col);
double _variance = StatUtils.variance(_col);
assertEquals(mean, _mean, 0.3);
assertEquals(1.0, variance / _variance, .2);
}
}
@Test
public void test8() {
RandomUtil.getInstance().setSeed(29999483L);
Node x = new GraphNode("X");
Node y = new GraphNode("Y");
List<Node> nodes = new ArrayList<>();
nodes.add(x);
nodes.add(y);
Graph graph = new EdgeListGraphSingleConnections(nodes);
graph.addDirectedEdge(x, y);
SemPm spm = new SemPm(graph);
SemIm sim = new SemIm(spm);
sim.setEdgeCoef(x, y, 20);
sim.setErrVar(x, 1);
sim.setErrVar(y, 1);
GeneralizedSemPm pm = new GeneralizedSemPm(spm);
GeneralizedSemIm im = new GeneralizedSemIm(pm, sim);
print(im);
try {
pm.setParameterEstimationInitializationExpression("b1", "U(10, 30)");
pm.setParameterEstimationInitializationExpression("T1", "U(.1, 3)");
pm.setParameterEstimationInitializationExpression("T2", "U(.1, 3)");
} catch (ParseException e) {
e.printStackTrace();
}
DataSet data = im.simulateDataRecursive(1000, false);
GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
GeneralizedSemIm estIm = estimator.estimate(pm, data);
print(estIm);
// System.out.println(estimator.getReport());
double aSquaredStar = estimator.getaSquaredStar();
assertEquals(0.69, aSquaredStar, 0.01);
}
@Test
public void test6() {
RandomUtil.getInstance().setSeed(29999483L);
int numVars = 5;
List<Node> nodes = new ArrayList<>();
for (int i = 0; i < numVars; i++) nodes.add(new ContinuousVariable("X" + (i + 1)));
Graph graph =
GraphUtils.randomGraphRandomForwardEdges(nodes, 0, numVars, 30, 15, 15, false, true);
SemPm spm = new SemPm(graph);
SemImInitializationParams params = new SemImInitializationParams();
params.setCoefRange(0.5, 1.5);
params.setVarRange(1, 3);
SemIm sim = new SemIm(spm, params);
GeneralizedSemPm pm = new GeneralizedSemPm(spm);
GeneralizedSemIm im = new GeneralizedSemIm(pm, sim);
DataSet data = im.simulateData(1000, false);
print(im);
GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
GeneralizedSemIm estIm = estimator.estimate(pm, data);
print(estIm);
print(estimator.getReport());
double aSquaredStar = estimator.getaSquaredStar();
assertEquals(0.59, aSquaredStar, 0.01);
}
@Test
public void test5() {
RandomUtil.getInstance().setSeed(29999483L);
List<Node> nodes = new ArrayList<>();
for (int i1 = 0; i1 < 5; i1++) {
nodes.add(new ContinuousVariable("X" + (i1 + 1)));
}
Graph graph = new Dag(GraphUtils.randomGraph(nodes, 0, 5, 30, 15, 15, false));
SemPm semPm = new SemPm(graph);
SemIm semIm = new SemIm(semPm);
semIm.simulateDataReducedForm(1000, false);
GeneralizedSemPm pm = new GeneralizedSemPm(semPm);
GeneralizedSemIm im = new GeneralizedSemIm(pm, semIm);
TetradVector e = new TetradVector(5);
for (int i = 0; i < e.size(); i++) {
e.set(i, RandomUtil.getInstance().nextNormal(0, 1));
}
TetradVector record1 = semIm.simulateOneRecord(e);
TetradVector record2 = im.simulateOneRecord(e);
print("XXX1" + e);
print("XXX2" + record1);
print("XXX3" + record2);
for (int i = 0; i < record1.size(); i++) {
assertEquals(record1.get(i), record2.get(i), 1e-10);
}
}
@Test
public void test15() {
RandomUtil.getInstance().setSeed(29999483L);
try {
Node x1 = new GraphNode("X1");
Node x2 = new GraphNode("X2");
Node x3 = new GraphNode("X3");
Node x4 = new GraphNode("X4");
Graph g = new EdgeListGraphSingleConnections();
g.addNode(x1);
g.addNode(x2);
g.addNode(x3);
g.addNode(x4);
g.addDirectedEdge(x1, x2);
g.addDirectedEdge(x2, x3);
g.addDirectedEdge(x3, x4);
g.addDirectedEdge(x1, x4);
GeneralizedSemPm pm = new GeneralizedSemPm(g);
pm.setNodeExpression(x1, "E_X1");
pm.setNodeExpression(x2, "a1 * X1 + E_X2");
pm.setNodeExpression(x3, "a2 * X2 + E_X3");
pm.setNodeExpression(x4, "a3 * X1 + a4 * X3 ^ 2 + E_X4");
pm.setNodeExpression(pm.getErrorNode(x1), "Gamma(c1, c2)");
pm.setNodeExpression(pm.getErrorNode(x2), "ChiSquare(c3)");
pm.setNodeExpression(pm.getErrorNode(x3), "ChiSquare(c4)");
pm.setNodeExpression(pm.getErrorNode(x4), "ChiSquare(c5)");
pm.setParameterExpression("c1", "5");
pm.setParameterExpression("c2", "2");
pm.setParameterExpression("c3", "10");
pm.setParameterExpression("c4", "10");
pm.setParameterExpression("c5", "10");
pm.setParameterEstimationInitializationExpression("c1", "U(1, 5)");
pm.setParameterEstimationInitializationExpression("c2", "U(1, 5)");
pm.setParameterEstimationInitializationExpression("c3", "U(1, 5)");
pm.setParameterEstimationInitializationExpression("c4", "U(1, 5)");
pm.setParameterEstimationInitializationExpression("c5", "U(1, 5)");
GeneralizedSemIm im = new GeneralizedSemIm(pm);
print("True model: ");
print(im);
DataSet data = im.simulateDataRecursive(1000, false);
GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
GeneralizedSemIm estIm = estimator.estimate(pm, data);
print("\n\n\nEstimated model: ");
print(estIm);
print(estimator.getReport());
double aSquaredStar = estimator.getaSquaredStar();
assertEquals(.79, aSquaredStar, 0.01);
} catch (ParseException e) {
e.printStackTrace();
}
}
@Test
public void test14() {
RandomUtil.getInstance().setSeed(29999483L);
try {
Node x1 = new GraphNode("X1");
Node x2 = new GraphNode("X2");
Node x3 = new GraphNode("X3");
Node x4 = new GraphNode("X4");
Graph g = new EdgeListGraphSingleConnections();
g.addNode(x1);
g.addNode(x2);
g.addNode(x3);
g.addNode(x4);
g.addDirectedEdge(x1, x2);
g.addDirectedEdge(x2, x3);
g.addDirectedEdge(x3, x4);
g.addDirectedEdge(x1, x4);
GeneralizedSemPm pm = new GeneralizedSemPm(g);
pm.setNodeExpression(x1, "E_X1");
pm.setNodeExpression(x2, "a1 * tan(X1) + E_X2");
pm.setNodeExpression(x3, "a2 * tan(X2) + E_X3");
pm.setNodeExpression(x4, "a3 * tan(X1) + a4 * tan(X3) ^ 2 + E_X4");
pm.setNodeExpression(pm.getErrorNode(x1), "N(0, c1)");
pm.setNodeExpression(pm.getErrorNode(x2), "N(0, c2)");
pm.setNodeExpression(pm.getErrorNode(x3), "N(0, c3)");
pm.setNodeExpression(pm.getErrorNode(x4), "N(0, c4)");
pm.setParameterExpression("a1", "1");
pm.setParameterExpression("a2", "1");
pm.setParameterExpression("a3", "1");
pm.setParameterExpression("a4", "1");
pm.setParameterExpression("c1", "4");
pm.setParameterExpression("c2", "4");
pm.setParameterExpression("c3", "4");
pm.setParameterExpression("c4", "4");
GeneralizedSemIm im = new GeneralizedSemIm(pm);
print("True model: ");
print(im);
DataSet data = im.simulateDataRecursive(1000, false);
GeneralizedSemIm imInit = new GeneralizedSemIm(pm);
imInit.setParameterValue("c1", 8);
imInit.setParameterValue("c2", 8);
imInit.setParameterValue("c3", 8);
imInit.setParameterValue("c4", 8);
GeneralizedSemEstimator estimator = new GeneralizedSemEstimator();
GeneralizedSemIm estIm = estimator.estimate(pm, data);
print("\n\n\nEstimated model: ");
print(estIm);
print(estimator.getReport());
double aSquaredStar = estimator.getaSquaredStar();
assertEquals(71.25, aSquaredStar, 0.01);
} catch (ParseException e) {
e.printStackTrace();
}
}
@Test
public void test1() {
GeneralizedSemPm pm = makeTypicalPm();
print(pm);
Node x1 = pm.getNode("X1");
Node x2 = pm.getNode("X2");
Node x3 = pm.getNode("X3");
Node x4 = pm.getNode("X4");
Node x5 = pm.getNode("X5");
SemGraph graph = pm.getGraph();
List<Node> variablesNodes = pm.getVariableNodes();
print(variablesNodes);
List<Node> errorNodes = pm.getErrorNodes();
print(errorNodes);
try {
pm.setNodeExpression(x1, "cos(B1) + E_X1");
print(pm);
String b1 = "B1";
String b2 = "B2";
String b3 = "B3";
Set<Node> nodes = pm.getReferencingNodes(b1);
assertTrue(nodes.contains(x1));
assertTrue(!nodes.contains(x2) && !nodes.contains(x2));
Set<String> referencedParameters = pm.getReferencedParameters(x3);
print("Parameters referenced by X3 are: " + referencedParameters);
assertTrue(referencedParameters.contains(b1) && referencedParameters.contains(b2));
assertTrue(!(referencedParameters.contains(b1) && referencedParameters.contains(b3)));
Node e_x3 = pm.getNode("E_X3");
//
for (Node node : pm.getNodes()) {
Set<Node> referencingNodes = pm.getReferencingNodes(node);
print("Nodes referencing " + node + " are: " + referencingNodes);
}
for (Node node : pm.getVariableNodes()) {
Set<Node> referencingNodes = pm.getReferencedNodes(node);
print("Nodes referenced by " + node + " are: " + referencingNodes);
}
Set<Node> referencingX3 = pm.getReferencingNodes(x3);
assertTrue(referencingX3.contains(x4));
assertTrue(!referencingX3.contains(x5));
Set<Node> referencedByX3 = pm.getReferencedNodes(x3);
assertTrue(
referencedByX3.contains(x1)
&& referencedByX3.contains(x2)
&& referencedByX3.contains(e_x3)
&& !referencedByX3.contains(x4));
pm.setNodeExpression(x5, "a * E^X2 + X4 + E_X5");
Node e_x5 = pm.getErrorNode(x5);
graph.setShowErrorTerms(true);
assertTrue(e_x5.equals(graph.getExogenous(x5)));
pm.setNodeExpression(e_x5, "Beta(3, 5)");
print(pm);
assertEquals("Split(-1.5,-.5,.5,1.5)", pm.getParameterExpressionString(b1));
pm.setParameterExpression(b1, "N(0, 2)");
assertEquals("N(0, 2)", pm.getParameterExpressionString(b1));
GeneralizedSemIm im = new GeneralizedSemIm(pm);
print(im);
DataSet dataSet = im.simulateDataAvoidInfinity(10, false);
print(dataSet);
} catch (ParseException e) {
e.printStackTrace();
}
}
@Test
public void test3() {
RandomUtil.getInstance().setSeed(49293843L);
List<Node> variableNodes = new ArrayList<>();
ContinuousVariable x1 = new ContinuousVariable("X1");
ContinuousVariable x2 = new ContinuousVariable("X2");
ContinuousVariable x3 = new ContinuousVariable("X3");
ContinuousVariable x4 = new ContinuousVariable("X4");
ContinuousVariable x5 = new ContinuousVariable("X5");
variableNodes.add(x1);
variableNodes.add(x2);
variableNodes.add(x3);
variableNodes.add(x4);
variableNodes.add(x5);
Graph _graph = new EdgeListGraph(variableNodes);
SemGraph graph = new SemGraph(_graph);
graph.setShowErrorTerms(true);
Node e1 = graph.getExogenous(x1);
Node e2 = graph.getExogenous(x2);
Node e3 = graph.getExogenous(x3);
Node e4 = graph.getExogenous(x4);
Node e5 = graph.getExogenous(x5);
graph.addDirectedEdge(x1, x3);
graph.addDirectedEdge(x1, x2);
graph.addDirectedEdge(x2, x3);
graph.addDirectedEdge(x3, x4);
graph.addDirectedEdge(x2, x4);
graph.addDirectedEdge(x4, x5);
graph.addDirectedEdge(x2, x5);
graph.addDirectedEdge(x5, x1);
GeneralizedSemPm pm = new GeneralizedSemPm(graph);
List<Node> variablesNodes = pm.getVariableNodes();
print(variablesNodes);
List<Node> errorNodes = pm.getErrorNodes();
print(errorNodes);
try {
pm.setNodeExpression(x1, "cos(b1) + a1 * X5 + E_X1");
pm.setNodeExpression(x2, "a2 * X1 + E_X2");
pm.setNodeExpression(x3, "tan(a3*X2 + a4*X1) + E_X3");
pm.setNodeExpression(x4, "0.1 * E^X2 + X3 + E_X4");
pm.setNodeExpression(x5, "0.1 * E^X4 + a6* X2 + E_X5");
pm.setNodeExpression(e1, "U(0, 1)");
pm.setNodeExpression(e2, "U(0, 1)");
pm.setNodeExpression(e3, "U(0, 1)");
pm.setNodeExpression(e4, "U(0, 1)");
pm.setNodeExpression(e5, "U(0, 1)");
GeneralizedSemIm im = new GeneralizedSemIm(pm);
print(im);
DataSet dataSet = im.simulateDataNSteps(1000, false);
// System.out.println(dataSet);
double[] d1 = dataSet.getDoubleData().getColumn(0).toArray();
double[] d2 = dataSet.getDoubleData().getColumn(1).toArray();
double cov = StatUtils.covariance(d1, d2);
assertEquals(-0.002, cov, 0.001);
} catch (ParseException e) {
e.printStackTrace();
}
}