Statistical Test for Consistency

Matlab code, which implements the procedure introduced in the paper D. Entner, P.O. Hoyer, and P. Spirtes; Statistical test for consistent estimation of causal effects in linear non-Gaussian models (AISTATS-2012), is provided to (a) reproduce the results of the simulation section of the above paper and (b) apply the method to own data.


Software Package: [zip - Matlab-code]


Note: The above paper refers to the website "http://www.cs.helsinki.fi/u/entner/ConsistencyTest/" (which no longer exists). The content on this website is identical.