Pairwise LvLiNGAM

Matlab code, which implements the pairwise LvLiNGAM algorithm to learn partial information about pairwise total causal effects in a linear non-Gaussian acyclic model, introduced in the paper D. Entner, and P. O. Hoyer; Discovering Unconfounded Causal Relationships Using Linear Non-Gaussian Models (AMBN 2010, published 2011 in LNAI6797), 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 : [tar.gz - Matlab code]

Additionally, the following matlab code packages are needed:

• LiNGAM (Linear Non-Gaussian Acyclic Model) LiNGAM homepage (Direct link to download the codepackage: download)
• lvLiNGAM (latent variable Linear Non-Gaussian Acyclic Model) LiNGAM homepage (Direct link to download the codepackage: download)
• HSIC (Hilbert-Schmidt Independence Criterion; A Kernel Statistical Test of Independence) HSIC homepage (Direct link to download the codepackage: download)

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