Added varLiNGAM for time series data

FenTechSolutions / CausalDiscoveryToolbox

Package for causal inference in graphs and in the pairwise settings. Tools for graph structure recovery and dependencies are included.

MIT License

1.08k stars 198 forks source link

Closed koutrgor closed 5 years ago

koutrgor commented 5 years ago

Hi Diviyan,

there is also a test file (see test_varLINGAM), in which I have reproduced the experiments from the initial paper with synthetic data.

Cheers, Georgios

diviyank commented 5 years ago

Hi Georgios, Thanks for the contribution. I will add var_LiNGAM in cdt.timeseries.graph.

For next time, please put the doctrings in Google style, and the tests in /tests/scripts Best, Diviyan

diviyank commented 5 years ago

After looking more into detail, also be careful of respecting the pattern design of the package.

koutrgor commented 5 years ago

Ok, sorry for that! I will keep in mind for next time.

Best, Georgios