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

Analogous to get_error_independence_p_values_parce(), but for lingam_rcd() results. 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_rcd(X, rcd_result)

Arguments

X

Original data (matrix or data.frame)

rcd_result

Return value of lingam_rcd()

Value

matrix of p-values (n_features x n_features)

Examples

confounded <- generate_rcd_sample(n = 300, seed = 1)
result <- lingam_rcd(confounded$data)
round(get_error_independence_p_values_rcd(confounded$data, result), 3)
#>       x0    x1 x2    x3 x4    x5
#> x0    NA 0.000 NA 0.494 NA 0.088
#> x1 0.000    NA NA 0.808 NA 0.401
#> x2    NA    NA NA    NA NA    NA
#> x3 0.494 0.808 NA    NA NA 0.017
#> x4    NA    NA NA    NA NA    NA
#> x5 0.088 0.401 NA 0.017 NA    NA