Tigramite causal discovery for time series
# TIGRAMITE – Causal discovery for time series datasets Version 3.0 described in http://arxiv.org/abs/1702.07007
## General Notes
TIGRAMITE is a time series analysis python module. With flexibly adaptable scripts it allows to reconstruct graphical models (conditional independence graphs) from discrete or continuously-valued time series based on a causal discovery algorithm and create high-quality plots of the results.
- different conditional independence test statistics adapted to continuously-valued or discrete data, and different assumptions about linear or nonlinear dependencies
- hyperparameter optimization
- easy parallelization
- handling of masked time series data
- false discovery control and confidence interval estimation
## Required python packages
- numpy, tested with Version 1.10
- scipy, tested with Version 0.17
- sklearn, tested with Version 0.18 (optional, necessary for GPACE test)
- ace python package (https://pypi.python.org/pypi/ace/0.3) OR rpy2 and R-package ‘acepack’ (optional, necessary for GPACE test)
- matplotlib, tested with Version 1.5
- networkx, tested with Version 1.10
- basemap (only if plotting on a map is needed)
- mpi4py (optional, necessary for using the parallelized implementation)
- cython (optional, necessary for CMIknn test)
- statsmodels, tested with Version 0.6 (optional, necessary for p-value corrections)
## User Agreement
By downloading TIGRAMITE you agree with the following points: The toolbox is provided without any warranty or conditions of any kind. We assume no responsibility for errors or omissions in the results and interpretations following from application the toolbox.
You commit to cite TIGRAMITE in your reports or publications if used.
Copyright (C) 2012-2017 Jakob Runge
mpi4py wrapper module “mpi.py” Copyright (C) 2012 Jobst Heitzig
See license.txt for full text.
TIGRAMITE is free software; you can redistribute it and/or modify it under the terms of the GNU General Public License as published by the Free Software Foundation; either version 3 of the License, or (at your option) any later version. TIGRAMITE is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU General Public License for more details.