selGamBoost


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


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.

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

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Arguments