jakobrunge/tigramite: Tigramite 5.2

Tigramite 5.2 contains many new features and improvements, hence the change in the main version number. The major new features are: Dataframe now supports multiple time series arrays to learn one joint graph. Together with sliding_windows this allows to estimate graphs for every time step (or range) if multiple datasets for each time step are available. See Tutorial. new type_mask to indicate categorical/numerical data, used e.g. for CI tests Expanded CI test suite: Implementation of Gsquared for categorical data with asymptotic null distribution Improved (now multivariate) CMIsymb for categorical data with local permutation test. Uses joblib to parallelize permutations across cpu-cores for null distribution generation. RegressionCI (linear dependencies) for mixed data sets (arbitrary mix of continuous and categorical data) RobustParCorr - Robust partial correlation test based on non-paranormal models. ParCorrWLS - Weighted partial correlation test that accounts for heteroskedastic noises. ParCorrMult - Partial correlation test for multivariate X and Y Causal discovery functions: Sliding window function can now be combined with MultiData functionality and LPCMCI link_assumptions replaces selected_links. The existence, absence, and orientation can now be encoded - New function return_summary_results to aggregate results from multiple PCMCI/PCMCIplus/... analyses. New function to generate random structural causal processes for benchmarking New function 'surrogate generator' can generate multiple realizations from a model fitted on data Causal effects: CausalEffects class now supports hidden variables in stationary time series graphs CausalEffects now runs also with logistic regression added aggregation_func to aggregate over prediction improved bootstrap confidence inkl block-length selection for all functions LinearMediation can now handle contemporaneous links now has bootstrap confidence inkl block-length selection for all functions via get_bootstrap_of get_conditional_mce to estimate paths that cross through certain nodes, but not through others Plotting: Pairwise scatter plots and density plots in plotting.py can now be used to visualize dependencies and choose an appropriate conditional independence (CI) test. new write_csv() function in plotting.py to write all links of a graph in a file. toy models: new function generate_structural_causal_process to generate random time-dependent models with flexible functional relations Tutorials: new folder structure "basic" tutorial now called "overview" new tutorial on "explaining_lag_functions" which can be helpful to validate causal models. Package demands: environment_py3.yml for conda only installs the necessary barebone packages. The optional packages are to be installed according to your needs. See Readme and setup.py for optional packages and the recommended version numbers. Installation Option 1: Install via "pip install tigramite" Option 2: Pull new version from master branch, install via python setup.py install Breaking Changes Specific conditional independence tests are now called with the syntax - from tigramite.independence_tests..py import . Example: from tigramite.independence_tests.parcorr import ParCorr instead of from tigramite.independence_tests import ParCorr. Refer to tigramite_tutorial_conditional_independence_tests.ipynb for import syntax to all CI tests. Shuffle test now uses fewer surrogates by default to speed it up: sig_samples = 500 instead of 1000. run_sliding_windows now has default conf_lev=0.9 seaborn package required for density plots Bug Fixes fixed bug with method='links_coeffs' in fit_wright_effect in CausalEffects Small fixes in pcmci.py and plotting.py Sphinx generated documentation for plotting.py pairwise scatter_plot for auto-dependency corrected. fixed bug in CausalEffects regarding '+*>' links Improvements Comprehensive test suite expanded Take a look at the new tutorials to see all functionality plot_graph can now also displays auto-dependencies at the nodes with the flag show_autodependecies=True scatter plot and density plots can show auto-dependency joint kernel density plots along the diagonal with the flag show_marginal_densities_on_diagonal = False Colorbars in plot_graph for nodes and links now both have the same default range Adapted to the new way of using numpy's random functions using Generators. Nicer arrows and colorbars, new argument tick_label_size Further mprovements throughout plotting.py What's Changed Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/91 updated docs for 4.2.1.0 by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/92 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/98 fixed cython issue for pip by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/99 fixed cython issue for pip by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/100 Small bugs fixed. by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/106 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/115 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/117 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/121 update readme by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/122 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/175 fixed bug in causal_effects.py by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/177 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/178 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/180 fix bug regarding causal_effects.py and masking by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/181 fix bug regarding causal_effects.py and masking by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/182 fix bug regarding causal_effects.py and masking by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/183 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/185 removed ValueError for constants in arrays by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/186 removed ValueError for constants in arrays by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/187 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/188 fixed bug regarding missing values and imported package version checks by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/191 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/192 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/193 updated docs by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/194 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/195 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/196 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/197 added confidence interval estimation for causal effects by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/199 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/200 fixed bug in causal effects by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/202 added plot_scatterplots by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/203 added plot_scatterplots by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/204 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/205 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/206 fixed bug in causal effects regarding Wright and data_transform by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/207 fixed bug in causal effects regarding Wright and data_transform by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/209 updated readme and LPCMCI tutorial by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/210 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/211 added full bootstrap results returning by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/217 typos in docstring by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/218 cmisymb now issues warning if non-int array is passed instead of erro… by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/219 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/224 further fixes for multiple dataset functionality by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/225 further fixes for multiple dataset functionality by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/233 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/235 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/238 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/243 Developer by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/288 updated docs by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/289 updated docs by @jakobrunge in https://github.com/jakobrunge/tigramite/pull/290 Full Changelog: https://github.com/jakobrunge/tigramite/compare/4.2...5.