xicorln

This function computes the xi correlation coefficient.

Given a data matrix with rows representing data vectors and columns representing variables, produces a directed polytree for the underlying causal structure. Based on the algorithm developed in Chatterjee and Vidyasagar (2022) <arxiv:2209.07028>. The method is fully nonparametric, making no use of linearity assumptions, and especially useful when the number of variables is large.

Sourav Chatterjee

PolyTree

Estimate Causal Polytree from Data

xicorln function

<dl><dt>xvec</dt>
<dd>The vector of x values.</dd>
<dt>yvec</dt>
<dd>The vector of y values.</dd></dl>

Arguments

This function computes the xi correlation coefficient. — xicorln

<dl>

<dt>xvec</dt>
<dd>The vector of x values.</dd>


<dt>yvec</dt>
<dd>The vector of y values.</dd>

</dl>

xicorln: This function computes the xi correlation coefficient.

Description

Usage

Arguments