sub_loop

This function executes one loop of the model quartet for a given pair of
foreground variables and records any disconnections and/or (de)activations.

Methods for learning causal relationships among a set of
foreground variables X based on signals from a (potentially much
larger) set of background variables Z, which are known non-descendants
of X. The confounder blanket learner (CBL) uses sparse regression
techniques to simultaneously perform many conditional independence
tests, with complementary pairs stability selection to guarantee
finite sample error control. CBL is sound and complete with respect to
a so-called "lazy oracle", and works with both linear and nonlinear
systems. For details, see Watson & Silva (2022) <arXiv:2205.05715>.

David Watson

Causal Discovery under a Confounder Blanket

sub_loop function

<dl><dt>b</dt>
<dd>Subsample index.</dd>
<dt>i</dt>
<dd>First foreground variable index.</dd>
<dt>j</dt>
<dd>Second foreground variable index.</dd>
<dt>x</dt>
<dd>Matrix of foreground variables.</dd>
<dt>z_t</dt>
<dd>Intersection of iteration-t known non-descendants for foreground
variables <code>i</code> and <code>j</code>.</dd>
<dt>s</dt>
<dd>Regression method. Current options are <code>"lasso"</code> or
<code>"boost"</code>.</dd>
<dt>params</dt>
<dd>Optional list of parameters to use when <code>s = "boost"</code>.</dd>
<dt>...</dt>
<dd>Extra parameters to be passed to the feature selection subroutine.</dd></dl>

Arguments

Complementary pairs subsampling loop — sub_loop

<dl>

<dt>b</dt>
<dd>Subsample index.</dd>


<dt>i</dt>
<dd>First foreground variable index.</dd>


<dt>j</dt>
<dd>Second foreground variable index.</dd>


<dt>x</dt>
<dd>Matrix of foreground variables.</dd>


<dt>z_t</dt>
<dd>Intersection of iteration-t known non-descendants for foreground
variables <code>i</code> and <code>j</code>.</dd>


<dt>s</dt>
<dd>Regression method. Current options are <code>"lasso"</code> or
<code>"boost"</code>.</dd>


<dt>params</dt>
<dd>Optional list of parameters to use when <code>s = "boost"</code>.</dd>


<dt>...</dt>
<dd>Extra parameters to be passed to the feature selection subroutine.</dd>

</dl>

sub_loop: Complementary pairs subsampling loop

Description

Usage

Arguments