@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);
  }
  private double getClusterP2(List<Node> c) {
    Graph g = new EdgeListGraph(c);
    Node l = new GraphNode("L");
    l.setNodeType(NodeType.LATENT);
    g.addNode(l);

    for (Node n : c) {
      g.addDirectedEdge(l, n);
    }

    SemPm pm = new SemPm(g);
    SemEstimator est;
    if (dataModel instanceof DataSet) {
      est = new SemEstimator((DataSet) dataModel, pm, new SemOptimizerEm());
    } else {
      est = new SemEstimator((CovarianceMatrix) dataModel, pm, new SemOptimizerEm());
    }
    SemIm estIm = est.estimate();
    double pValue = estIm.getPValue();
    return pValue == 1 ? Double.NaN : pValue;
  }
  @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);
    }
  }
示例#5
0
  /**
   * 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());
  }
示例#6
0
 /** Generates a simple exemplar of this class to test serialization. */
 public static StandardizedSemIm serializableInstance() {
   return new StandardizedSemIm(SemIm.serializableInstance());
 }