conditional_independence.partial_correlation_test

conditional_independence.partial_correlation_test(suffstat: Dict, i, j, cond_set=None, alpha=None)

Test the null hypothesis that i and j are conditionally independent given cond_set.

Uses Fisher’s z-transform.

Parameters

• suffstat –

  dictionary containing:

  • n – number of samples

  • C – correlation matrix

  • K (optional) – inverse correlation matrix

  • rho (optional) – partial correlation matrix (K, normalized so diagonals are 1).

• i – position of first variable in correlation matrix.

• j – position of second variable in correlation matrix.

• cond_set – positions of conditioning set in correlation matrix.

• alpha – Significance level.

Returns

dictionary containing:

• statistic

• p_value

• reject

Return type

dict