dodiscover
dodiscover copied to clipboard
Add additional CI tests: Mutual Information, Chi square, Monte Carlo
LGTM. My only issues are with some of the type hints.
@adam2392 can you comment here on why some flavors are left out? For example:
- mutual information and asymptotic chi-square test for discrete variables, perhaps with a James-Stein estimator
- Monte Carlo permutation testing and sequential Monte Carlo permutation testing
- Jonckheere-Terpstra test for ordinal variables
Originally posted by @robertness in https://github.com/py-why/dodiscover/pull/16#pullrequestreview-1076586407
Other tests that I'm trying to use for some projects are:
- [x] CCIT: https://arxiv.org/pdf/1709.06138.pdf - #28
- [x] CMI: https://proceedings.mlr.press/v84/runge18a/runge18a.pdf - #83
- [ ] CCMI: https://arxiv.org/abs/1906.01824 - #85
- [ ] Monte Carlo utilities - #85
Additional info on the Jonckheree test:
https://www.quantics.co.uk/blog/jonckheere-terpstra-test-ordered-differences/ https://www.stats.ox.ac.uk/~steffen/teaching/fsmHT07/fsm07.pdf https://en.wikipedia.org/wiki/Jonckheere%27s_trend_test
C implementation in R: https://github.com/cran/bnlearn/blob/master/src/tests/discrete/jonckheere.c