Harry Desmond
Harry Desmond
Thanks for this. I'm trying RCIT now. On mock data resembling my real dataset I find good performance only if I use an extremely small p-value threshold, 1e-11 to 1e-14....
Strangely I cannot reproduce it reliably even when I fix the numpy random seed. I have a script that produces that error every time. However if I add one line...
Ah it seems the FCI ran fine _for much longer_, but didn't actually complete. Here's some code and data that I hope will allow you to reproduce it. Sometimes it...
Great, yes that seems to have fixed it! I've been impressed with FastKCI. I haven't done exhaustive tests, but from what I've seen it performs roughly as well as KCI...