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Type 'q()' to quit R. > library(pcalg) > (doExtras <- pcalg:::doExtras()) [1] FALSE > > suppressWarnings(RNGversion("3.5.0")) > set.seed(123) > nreps <- 100 > res.local <- logical(nreps) > res.opt <- logical(nreps) > all.eff.true <- res.local > Rnd <- function(e) round(e, 14)## get 14 digits accuracy, as we use true (DAG, cov) > Rnd7 <- function(e) round(e, 7)## get 14 digits accuracy, as we use true (DAG, cov) > for (i in 1:nreps) { + p <- 2 + rpois(1, lambda = 8) # ==> p >= 2, E[p] = 10 + ## generate and draw random DAG : + myDAG <- randomDAG(p, prob = 0.2) + myCPDAG <- dag2cpdag(myDAG) + mcov <- trueCov(myDAG) + + ## x != y in {1,2,...p} ; + xy <- sample.int(p, 2); x <- xy[1]; y <- xy[2] + + ## plot(myCPDAG) + eff.true <- Rnd(causalEffect(myDAG, y, x)) + all.eff.true[i] <- eff.true + ## cat("x=",x," y=",y," eff=",eff.true,"\n") + + eff.est.local <- Rnd(ida(x,y, mcov, myCPDAG, method="local")) + eff.est.opt <- Rnd(ida(x,y, mcov, myCPDAG, method="optimal")) + res.local[i] <- (eff.true %in% eff.est.local) + res.opt[i] <- (eff.true %in% eff.est.opt) + } > ## cat('Time elapsed: ', (.pt <- proc.time()),"\n") > > ## stem(all.eff.true) > if (!all(res.local)) stop("Test ida: True effects were not recovered by local method!") > if (!all(res.opt)) stop("Test ida: True effects were not recovered by optimal method!") > > ## *one* test for method="global" : > eff.g.est <- Rnd(ida(x,y, mcov, myCPDAG, method="global", verbose=TRUE)) Fit - y: 4 x: 5 |b.hat= 0 > stopifnot(eff.est.local == eff.g.est) > > ## cat('Time elapsed additionally: ', proc.time() - .pt,"\n") > if (doExtras) { + ## another special case (from Raphael Gervais) + set.seed(123) + p <- 7 + myDAG <- randomDAG(p, prob = 0.2) ## true DAG + amatT <- as(myDAG, "matrix") # weighted adjacency matrix of true DAG + effT <- Rnd(amatT[2,3]*amatT[3,5]) # Causal effect of 2 on 5 from true DAG weighted matrix + myCPDAG <- dag2cpdag(myDAG) ## true CPDAG + covTrue <- trueCov(myDAG) ## true covariance matrix + effG <- Rnd(ida(2,5, covTrue,myCPDAG,method = "global")) + + if (!(effT %in% effG)) stop("Test ida special case: True effects were not recovered!") + + ################################################## + ## Tests for method = optimal; sets x + ################################################## + set.seed(1) + V <- sample(c("C1","C2","C3","X","C4","C5","C6","C7","Y","C8","C9","C10")) + myDAG <- randomDAG(20, 0.3) + mcov <- trueCov(myDAG) + amat <- t(as(myDAG,"matrix")) + graphEst <- dag2cpdag(myDAG) + amat.cpdag <- t(as(graphEst,"matrix")) + + opt <- ida(c(4,6),12,trueCov(myDAG),graphEst,method="optimal",type="cpdag") + RRC <- jointIda(c(4,6),12,trueCov(myDAG),graphEst,technique="RRC") + stopifnot(all.equal(opt,RRC, tolerance = 0.01)) + + opt <- ida(c(4,6),c(10,19),trueCov(myDAG),graphEst,method="optimal",type="cpdag") + RRC <- jointIda(c(4,6),c(10,19),trueCov(myDAG),graphEst,technique="MCD") + stopifnot(all.equal(opt,RRC, tolerance = 0.01)) + + opt <- ida(c(5,10),c(3),trueCov(myDAG),graphEst,method="optimal",type="cpdag") + RRC <- jointIda(c(5,10),c(3),trueCov(myDAG),graphEst,technique="RRC") + stopifnot(all.equal(opt,RRC, tolerance = 0.01)) + + ## sometimes they differ + ## ida(c(5,20),c(10),trueCov(myDAG),graphEst,method="optimal",type="cpdag") + ## jointIda(c(5,20),c(10),trueCov(myDAG),graphEst,technique="RRC") + + ################################################## + ## Tests related to examples (use dontrun for slow global option there) + ################################################## + set.seed(123) + p <- 10 + myDAG <- randomDAG(p, prob = 0.2) ## true DAG + myCPDAG <- dag2cpdag(myDAG) ## true CPDAG + myPDAG <- addBgKnowledge(myCPDAG,2,3) ## true PDAG with background knowledge 2 -> 3 + covTrue <- trueCov(myDAG) ## true covariance matrix + + ## simulate Gaussian data from the true DAG + n <- 10000 + dat <- rmvDAG(n, myDAG) + + ## estimate CPDAG and PDAG -- see help(pc) + suffStat <- list(C = cor(dat), n = n) + pc.fit <- pc(suffStat, indepTest = gaussCItest, p=p, alpha = 0.01) + pc.fit.pdag <- addBgKnowledge(pc.fit@graph,2,3) + + ## Supppose that we know the true CPDAG and covariance matrix + (l.ida.cpdag <- ida(3,10, covTrue, myCPDAG, method = "local", type = "cpdag")) + (o.ida.cpdag <- ida(3,10, covTrue, myCPDAG, method = "optimal", type = "cpdag")) + (g.ida.cpdag <- ida(3,10, covTrue, myCPDAG, method = "global", type = "cpdag")) + ## All three methods produce the same unique values. + stopifnot(all.equal(sort(unique(Rnd7(g.ida.cpdag))), + sort(unique(Rnd7(l.ida.cpdag))))) + stopifnot(all.equal(sort(unique(Rnd7(g.ida.cpdag))), + sort(unique(Rnd7(as.vector(o.ida.cpdag)))))) + + ## Supppose that we know the true PDAG and covariance matrix + (l.ida.pdag <- ida(3,10, covTrue, myPDAG, method = "local", type = "pdag")) + (o.ida.pdag <- ida(3,10, covTrue, myPDAG, method = "optimal", type = "pdag")) + (g.ida.pdag <- ida(3,10, covTrue, myPDAG, method = "global", type = "pdag")) + ## All three methods produce the same unique values. + stopifnot(all.equal(sort(unique(Rnd7(g.ida.pdag))), + sort(unique(Rnd7(l.ida.pdag))))) + stopifnot(all.equal(sort(unique(Rnd7(g.ida.pdag))), + sort(unique(Rnd7(as.vector(o.ida.pdag)))))) + + ## From the true DAG, we can compute the true causal effect of 3 on 10 + (ce.3.10 <- causalEffect(myDAG, 10, 3)) + ## Indeed, this value is contained in the values found by all methods + + ## When working with data we have to use the estimated CPDAG and + ## the sample covariance matrix + (l.ida.est.cpdag <- ida(3,10, cov(dat), pc.fit@graph, method = "local", type = "cpdag")) + (o.ida.est.cpdag <- ida(3,10, cov(dat), pc.fit@graph, method = "optimal", type = "cpdag")) + (g.ida.est.cpdag <- ida(3,10, cov(dat), pc.fit@graph, method = "global", type = "cpdag")) + ## The unique values of the local and the global method are still identical. + stopifnot(all.equal(sort(unique(Rnd7(g.ida.est.cpdag))), sort(unique(Rnd7(l.ida.est.cpdag))))) + ## While not identical, the values of the optimal method are very similar. + stopifnot(all.equal(sort(o.ida.est.cpdag), sort(l.ida.est.cpdag), tolerance = 0.025)) + ## The true causal effect is contained in all three sets, up to a small + ## estimation error (0.118 vs. 0.112 with true value 0.114) + stopifnot(all.equal(ce.3.10, min(l.ida.est.cpdag), tolerance = 0.04)) + stopifnot(all.equal(ce.3.10, min(o.ida.est.cpdag), tolerance = 0.02)) + + ## Similarly, when working with data and background knowledge we have to use the estimated PDAG and + ## the sample covariance matrix + (l.ida.est.pdag <- ida(3,10, cov(dat), pc.fit.pdag, method = "local", type = "pdag")) + (o.ida.est.pdag <- ida(3,10, cov(dat), pc.fit.pdag, method = "optimal", type = "pdag")) + (g.ida.est.pdag <- ida(3,10, cov(dat), pc.fit.pdag, method = "global", type = "pdag")) + ## The unique values of the local and the global method are still identical. + stopifnot(all.equal(sort(unique(Rnd7(g.ida.est.pdag))), sort(unique(Rnd7(l.ida.est.pdag))))) + ## While not necessarily identical, the values of the optimal method will be similar. + stopifnot(all.equal(sort(Rnd7(o.ida.est.pdag)), sort(Rnd7(l.ida.est.pdag)), tolerance = 0.08)) + ## The true causal effect is contained in both sets, up to a small estimation error + stopifnot(all.equal(ce.3.10, min(l.ida.est.pdag), tolerance = 0.04)) + stopifnot(all.equal(ce.3.10, min(o.ida.est.pdag), tolerance = 0.02)) + + } > > proc.time() user system elapsed 4.20 0.25 4.43