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RGSEM_Algorithm

This algorithm can learn Gaussian linear structural equation model with in-procedure and post-procedure outlier.

paper : Robust estimation of Gaussian linear structural equation models with equal error variances (https://link.springer.com/article/10.1007/s42952-021-00160-2)

  • data : n x p matrix or data.frame
  • method : 'in.procedure', 'post.procedure' / Outlier type in graphical model
  • alpha : a significant level for conditional independence tests
  • C : a constant for Cook's distance
  • graph : a true graph matrix (e.g. 1 -> 2 mat[2,1] = 1) (If a true graph is entered as a input, estimated graph can be evaluated, otherwise it will not be evaluated.)

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The proposed algorithm in Robust Gaussian Linear Structural Equation Model Learning.

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