Marked Independence Test
See [RR25] §5 and §D for details.
- class mCIT
Bases:
ITestMarkedCI(Regime-)marked independence test (mCIT).
- __init__(cit: ITestCI, homogeneity_test: ITestHomogeneity | None, weak_test: ITestWeakRegime | None = None, homogeneity_first: bool = True, robust_conditional_testing: IProvideHyperparamsForRobustCIT | bool | None = True)
Constructor of mCIT from underlying tests.
- Parameters:
ci_test (ITestCI) – Underlying CI-test.
homogeneity_test (ITestHomogeneity, optional) – Underyling homogeneity-test.
weak_test (ITestWeakRegime, optional) – Underlying weak-regime test, defaults to None
homogeneity_first (bool, optional) – Test homogeneity first, then global dependency, defaults to True (recommended)
robust_conditional_testing (IProvideHyperparamsForRobustCIT|bool, optional) – Configuration of conditinonal test (eg of regressors) to rely on data only locally in the pattern (recommended for simple parametric tests), defaults to True (which will use
IProvideHyperparamsForRobustCIT.from_binomial_homogeneity_test())
- marked_independence(data: CIT_DataPatterned) Result
Implements functionality of interface
ITestMarkedCI.Test marked conditional independence on the supplied data.
- Parameters:
data (CIT_DataPatterned) – The data associated to the test to perform.
- Returns:
The structured mCIT output.
- Return type: