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CAM (version 1.0)

Causal Additive Model (CAM)

Description

The code takes an n x p data matrix and fits a Causal Additive Model (CAM) for estimating the causal structure of the underlying process. The output is a p x p adjacency matrix (a one in entry (i,j) indicates an edge from i to j). Details of the algorithm can be found in: P. Bühlmann, J. Peters, J. Ernest: "CAM: Causal Additive Models, high-dimensional order search and penalized regression", Annals of Statistics 42:2526-2556, 2014.

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Version

Install

install.packages('CAM')

Monthly Downloads

19

Version

1.0

License

FreeBSD

Maintainer

Last Published

March 5th, 2015

Functions in CAM (1.0)

selLasso

auxiliary file for CAM: selection based on lasso (glmnet)
selGam

auxiliary file for CAM: selection based on gam (mgcv)
selLmBoost

auxiliary file for CAM: selection based on lm (mboost)
updateScoreMat

auxiliary file for CAM: Updates the score matrix after having added edge i -> j to the graph.
computeScoreMat

auxiliary file for CAM: Computes the initial score matrix.
selGamBoost

auxiliary file for CAM: selection based on gam boost (mboost)
computeScoreMatParallel

auxiliary file for CAM: Computes the initial score matrix.
selLm

auxiliary file for CAM: selection based on lm
CAM-package

Causal Additive Model (package)
CAM

Causal Additive Model