Compute p-values for the independence of ParceLiNGAM residuals (HSIC-based)

Analogous to get_error_independence_p_values(), but for lingam_parce() results. Uses the HSIC gamma-approximation test (hsic_test_gamma()) rather than a correlation test, and returns NA for any pair involving a variable whose row or column in the adjacency matrix contains NA (residuals cannot be computed for those variables).

Usage

get_error_independence_p_values_parce(X, parce_result)

Arguments

X

Original data (matrix or data.frame)

parce_result

Return value of lingam_parce()

Value

matrix of p-values (n_features x n_features)

Examples

confounded <- generate_parce_sample(n = 500, seed = 1)
result <- lingam_parce(confounded$data, reg_method = "ols")
round(get_error_independence_p_values_parce(confounded$data, result), 3)
#>       x0    x1 x2 x3    x4    x5
#> x0    NA 0.453 NA NA 0.795 0.367
#> x1 0.453    NA NA NA 0.924 0.471
#> x2    NA    NA NA NA    NA    NA
#> x3    NA    NA NA NA    NA    NA
#> x4 0.795 0.924 NA NA    NA 0.873
#> x5 0.367 0.471 NA NA 0.873    NA