/conditional_independence

Parametric and non-parametric conditional independence testing.

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conditional_independence is a Python package for conditional independence testing.

Install

Install the latest version of conditional_independence:

$ pip3 install conditional_independence

Documentation

Documentation is available at https://conditional-independence.readthedocs.io/en/latest/

Simple Example

>>> from conditional_independence import partial_correlation_suffstat, partial_correlation_test
>>> import numpy as np
>>> np.random.seed(121122)
>>> samples = np.random.normal(size=(100, 3))
>>> suffstat = partial_correlation_suffstat(samples)
>>> partial_correlation_test(suffstat, 0, 1)
{'statistic': 0.5671513111036371,
 'p_value': 0.5706113842986253,
 'reject': False}
>>> partial_correlation_test(suffstat, 0, 1, {2})
{'statistic': 0.6879909848126664,
 'p_value': 0.4914584585239892,
 'reject': False}

License

Released under the 3-Clause BSD license (see LICENSE.txt):

Copyright (C) 2021
Chandler Squires <csquires@mit.edu>