Post-nonlinear causal models

Algorithm Introduction

Causal discovery based on the post-nonlinear (PNL [1]) causal models. If you would like to apply the method to more than two variables, we suggest you first apply the PC algorithm and then use pair-wise analysis in this implementation to find the causal directions that cannot be determined by PC.


from import PNL
pnl = PNL()
p_value_foward, p_value_backward = pnl.cause_or_effect(data_x, data_y)


data_x: input data (n, 1), n is the sample size.

data_y: output data (n, 1), n is the sample size.


pval_forward: p value in the x->y direction.

pval_backward: p value in the y->x direction.