[SciPy-User] Detecting Causal Relation in a Scatterplot
Tue Apr 23 13:44:21 CDT 2013
> On Mon, Apr 22, 2013 at 3:49 PM, Lorenzo Isella > <email@example.com> wrote: >> Dear All, >> I hope this is not too off topic. >> I am given a set of scatteplots (nothing too fancy; think about a >> normal x-y 2D plot). >> I do not deal with two time series (indeed I have no info about time). >> If I call A=(A1,A2,...) and B=(B1, B2, ...) the 2 variables (two >> vectors of numbers most of the case, but sometimes they can be >> categorical variables), I can plot one against the other and I >> essentially I need to determine whether >> >> A=f(B, noise) or B=g(A, noise) >> >> where the noise is the effect of other possibly unknown variables, >> measurement errors etc.... and f and g are two functions. >Lorenzo, > >You definitely need time if possible. Reference Sugihara and Munch in >Science, vol 338, 2012: "Detecting Causality in Complex Ecosystems". ? >Jonathan In normal terms causality needs to have time somewhere. If taking the noise out from the data could be an option to determine what you want, exploring what FastICA can do could be of help: http://www.endolith.com/wordpress/2009/11/22/a-simple-fastica-example/ FastICA comes as a function in the MDP module: http://mdp-toolkit.sourceforge.net/
PD. Not sure whether this stuff works already on python 3
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