PCMCI/PCMCI+ graph inference algorithms

[kahaaga]

The PCMCI/PCMCI+ algorithms are state-of-the-art when it comes to detection causal graphs from data. They should be included in the library.

References

• Runge, J., Nowack, P., Kretschmer, M., Flaxman, S., & Sejdinovic, D. (2019). Detecting and quantifying causal associations in large nonlinear time series datasets. Science advances, 5(11), eaau4996.
• Runge, J. (2020, August). Discovering contemporaneous and lagged causal relations in autocorrelated nonlinear time series datasets. In Conference on Uncertainty in Artificial Intelligence (pp. 1388-1397). PMLR.