ri712021 ‘etrad Single HTML Manual Tetrad Manual Last updates: May, 182020 ‘Table of Contents + Inuction + Grach Box + Sempara Box | Introduction Tovadis site of stave forthe discovery. 0 Include, bu are not ited to: imation, ard simulation of causal models, Some of the funtions tat you ean perform with Trad + Loading an existing data se, restcting potential made using your piri causal knowledge, and searching fora mods hat explains it using one of Telrad’ causal earch algorthms + Loading an existing causal raph and existing data set, and estimating a parameterizod model rom thom + Creating anew causal raph, pararetariaing @ model fom tang simulating data from that model Tetrad lows for namerovs types of data, graph, and moda tobe input an ouput, and some functions may be rested based on what types of data ‘or graph the user inputs. Other unctlons may simply not perform as well on certain types of dat. ‘Al analysis in Tetrad i performed graphically using a box paradigm, found ina sidebar othe lo he workspace. A box ther houses an object such ‘as a graph ora dataset, or performs an operation such as a search ot an estimation, Some botes requ inp fom ather boxes inorder work. Complex operations are performed by singing chains of boxes fgatherin the workspace, For instance, to simulate data, you would input a graph box into a parametric model box, the PM box into an nstanates model box, an al the IM bax ino a simulation box In order to use a box, cfek on It inthe sidebar, then elk Inside the workspace. Thi eeates an emply box, which you can instantiated by double- ‘lcking. Most boxes have mulile options availabe on instantiation, which wil be explained in further deta in this mana In ordrto use one box as input lo anther, draw an arow betwoan them by clicking on the arraw tol inthe sidebar, and cckng and ragging fom the first box a the second in tre workspace | Graph Box ‘The graph box canbe used io create a new graph, oto copy or eda graph fom anther box. itpssemu-phi github jotetradimanuall yeemnr024 “Toad Single HTML Manu Possible Parent Boxes of the Graph Box + Another graph box + A parametric model box + An instantiated model box + Axestiator box + A data box + A simuation box + Asoaven box + Aerapdater box + Arogrossion box Possible Child Boxes of the Graph Box + Another graph box + Acompare box + A parametric model box + A data box + A simulation box + “Aknowtedos box Creating a New Graph \Wnen you fest open @ graph Box wth no parent. you wil be presented wth several optons for which Knd of graph you would ke to erect: a general raph, acrected acyclic graph (DAG), a structural equation model (SEM)graph, or time lag graph. Once you have selected the typeof graph you Want to crest, an empty graph box wil open. ‘You can ade variables to your graph by clicking onthe variable button an theft then clcking inside the graph area, Add edges by clicking on an edge type, then clicking and dragging from one variable to another. Variables may be measured (represented by rectangular icons) o latent (represented by ‘pial cons). Edges may be directed, undirected, biiected, or uncertain (represented by cicios alte ends ofan edge). Depending onthe type of graph you choose to create, your choice of edges maybe ted, AGS atow only erected edges. Ian edge would create a cycle, it will not be accepted, A graph Box containing @ DAG can be used as input for any Parametric model box, ands the only kind of graph box that canbe used as input fr Bayes parametic model ‘SEM graphs allow only drectes and bideocted edges. A graph box containing a SEM graph canbe used as input to a SEM parametvic model ot ‘generalized SEM paramatrc model, where a bdirectod edge botwoon two varabis X and Y wil be interpreted as X and Y having corelated ontor terms. Tims tag graphs allow only creced edges. New variable tat you add il be intiazed witha single lag. (The rumber of lags inthe graph may be changed under "EdtConfiguraton.") Edges rom latr lags o atl lags wil nt be accepted. Edges added within ove lag will automaticaly be replicated in late lag. The general graph option allows al edge typas an configurations. Creating a Random Graph Instead of manually creating @ new graph, you can randomly create one. To de so, pen up anew amply graph box and clk on "Graph—Random (Graph This wil open up a clalog box rom which you can choose the type of random graph you would ks o reals by clicking Prough te abs atthe top ofthe window: Tetrad wil randomly generate @ DAG, 2 multiple indicator model (MIM) graph, or @soal-‘res graph. Each type of gra ie associates wih @ numberof parametas(nluding But not limited to tha numberof rades andthe maximum degree) which you can se (once a graph has been randomly generated, you can dvcty elt it within the sam graph box by adding or femoving any varabies or edges that that ‘ype a raph box allows, So, for instance, although you cannot randomly generate a graph wih bisected edges, you can manly ada bidkocted 20ge8 toa randomly generated DAG Ina SEM graph box Random granh generation snot avaliable for ime lag graphs itpssemu-phi github joetradimanuall 2182ri712021 ‘etrad Single HTML Manual Loading a Saved Graph It you have proviusly saved a graph rom Telrad, you can fad itnte a new graph box by clicking "Flo—Load..." and then ccking onthe le type of the saved graph Tera can load graphs from XML, fom text, and from JSON fs. To save a graph tole, lek Fle—Save..." then clk onthe le type you woud Ike to save your graph as. Ttrad can save graphs to XML text, JSON, Rand dot les. (If you save your graph to R or do, you wil ot be able to lad that fle back nto Tetra.) ‘You can also save an image of your graph by licking “Fle—Save Graph nage." Tetrad cannot load graphs trom saved image fies Copying a Graph ‘There are two ways to cony a graph The frst method allows you to copy a graph rom any box whlch conta one, Fist, eveate a new graph box nthe workspace, and daw an arrow fom the box whose graph you want ta copy to the new graph box. When opened, the new graph box wil automatialycontaln a drect copy ofthe graph ts arent box contains. ‘Te second method allows you to copy a graph cect rom mest lypes of graph box. Fist ighighl the graph in the old graph box and cick “Eat Copy Selected Graph,” Then open up your new graph box and cick Edlt—Paste Selactes Graph” (Some types of graph box de not have his functonaliy; soe “Manipulating @ Graph") Manipulating a Graph you create a raph box a a child of anther box, you can also choose to perform a graph manipulation on the parent graph Your graph box wil then contain the manipulated version of he parent graph. ‘The avaiable graph manipulations ar: Display Subgraphs ‘This option alows yout isolate a subgraph trom the parent graph. Add vaables othe subgraph by highlighting he variable name inthe Unselectoa" ane and clcking onthe right arrow. The highighied varable wil then show up in the “Selecte” pane. (You may also deine wivch variables go inthe "Selected" pane by clicking on the “Text Input... button and typing the varable names crectly into the window) Choose the type f subgraph you want to lepay from the drop-down panel below. Then clek Graph it” and th reauking subgraph of the selected variable wil appear inthe pane onthe right, (Some types of subgraph, such a8 "Markov Blanka,” wilinclide unselactes variables ifhay are part ofthe subgraph as defined ante selactes variables. So, for instance, an uneslectd variable thats fn the Markov Blanket ofa selected variable will pear inthe Markov Blanket subgraph ages between unselected variables wll not be shown.) For large or very dense graphs, it may take a ong ime to scate and display subgraphs. The types of subgraphs that canbe dsphiyed ae: + Subgraph(clsolays the selected nodes and all edges between them), + Adjacent (displays the selected nodos and all egos between thom, as well as nodes adjacent tothe selected nodes) + Adjacerts of adjacent (displays the selected nodes and all edges between them, as well as nodes adjacent to the selected nodes and nod adjacent to adjacencis of he selactod nodes) + Adjacenis of alacentsofacjacents (displays the selected nodes and all edges between tem, as well as nodes adjacent to the selected noses, odes adjacent o adaconcies ofthe selected nodes, and nodes adjacent to adjacancos of adjacancies of tha selcted nodes) + Markov Blankets (displays tho selected nodes and all dges betwoon thom, as wal asthe Markov blankets of each selected rode) + Trok (displays th selected nodes, wih an edge between each par if and ony ia rok exists between them inthe fl raph) + Trek Edges (csplays the selcted nodes, ang any treks between them, nclsng nades nat in the selacd st if they ae part of trek) + Paths (csplays the selacted nodes, wit an edge Betweon each palrf and only if pat exists between them nthe ul graph) + Path Edges (slays the selected nodes, and ary paths between thom, including odes notin the selected sot they are part ofa path) + Direcieg Pats (sisplays he selocted nodes, wit a drectod edge botween each pai and only ia decid path exists betwoon thm in the full apr) + Direciad Path Edges (ceplays the soloctod nodes, and any cractod paths bo path) + Y Stuctures(seplays any ¥stucttes involving at east Wo of he selected nodes) + Pag_y Strulures (splays any Y PAGS involving al least wo ofthe selected noses) + Indore (splays the seloctod nodes and tor pares) + Outsogre (dspiys the selec nodes and thet chon) + Degree (esoays the selectod nodes and their parents and eren) 1 them, including nodes not inthe Elect sot they are part of itpssemu-phi github joetradimanuall seeri712021 ‘etrad Single HTML Manual Choose DAG in Pattern Hf given a pater as input this ehoosss a random DAG from the Markov equivalace class ofthe pattem to csplay. The rnotmal graph bor. Choose MAG in PAG Hf iven a pata ancestral graph (PAG) as input, this chooses a random mixed ancestral graph (MAG) rom the equlvalnce cass ofthe PAG to spay ‘The resulting MAG functions asa normal graph box. Show DAGs in Pattern I given patter as input, this dspays all AGS inthe patler’s Markov equivalence cass. Each DAGis displayed in is wn tab. Most graph box functional isnot avaiable in thi type of graph box, ul the DAG currently on dspay canbe copied by clicking “Copy Selcted Graph” Generate Pattern from DAG I iven @ DAG as input, tis doplays the pattom ofthe Markov equivalence cass to which the parent grap belongs. The resulting patiern functions as ‘8 normal graph box Generate PAG from DAG (Converts an input graph from partal ancestral to dlrectedacyele format. The resulting DAG functions a8 narmal graph box. Generate PAG from tsDAG Converts an input graph from paral ances to ime sores DAG format, The resuting DAG functions a2 normal graph box Make Bi rected Edges Undirected Replaces all bidocte edges inthe input oraph with undirected edges Make Undirected Edges Bidirected Replaces all undrected edges inthe input graph wih bidrected edges. Make All Edges Undirected Rplces all edges in the input oraph wih undirected edges. Generate Complete Graph Creates completely connected, undreced graph om he variables in the input raph. Extract Structure Model Isolates the subgraph of he input graph involving land only atent variables. Other Graph Box Functions Edges and Edge Type Probabi [the botom ofthe graph box. the Edges and Edge Type Probabilies section provides an accounting of every edge nthe graph, and how certain Totrad is oft type. Tho fest tae columns contain ait. n txt form fal ofthe edges inthe graph. The columns tothe rt ae al Blank in marly constructed graphs, userloaded graphs, ané graphs output by searches with default stings. They are onl fed in for graphs that are output by searches performed wth bootstrapping, In those cases, the fourth cokimn wil contain the percentage of bootstrap ouput in which the edge ype between tese two variables matches the edge type nthe fina graph. Al ofthe colar tothe right contain the percenlages of the bootstrap outputs that output each possible edge yp. For mers information on bootstap searches, soe tho Search Box section ofthe manual Layout ‘You can change the tayout of your graph by clcking on the “Layout tb and choosing between several common layouts You can aso rearrange the layout of ane graph box io maten the layout of anotrer graph box (so lng as the wo graphs have identical variables) by clicking “Layout—Copy Layout” and "LayoutPaste Layout” You do nat need 10 highlight the graph inorder to copy the layout Graph Properties Ccking on “Graph—Graph Proportos" wil give you a text box containing the flowing propertios of your graph itpsicmu-phi github iotetradimanuall 102ri712021 “etrad Single HTML Manual Number of nodes Mumber flotent nodes Number of ecges Number of rected edges Number of bidrestas exges Number of undated edge Max degree Max inegres| Max outdogree yey Paths (ekg on “Graph—Paths" opens a dialog box that allows you to S60 all the paths between any two variables. You can specty whether you want to see ‘only acjacencies, oly directed paths, only semicrectd paths, or all eke between te two variables ofintres, ard he maximum length ofthe paths yOu ae intrested in using drop boxes atthe top ofthe pane. To apply those stings, cok “update” Correlation You can automaticaly corelate or uncorrelated exogenous variables under the Graph a Highlighting ‘You can highlight bisected edges, undirected edges, and latent noes under the Graph ta, | Compare Box ‘The compare box compares two or more graphs. Possible Parent Boxes of the Compare box: ‘graph box Aninstantiatd model box An estimator box A siruaton box A searchbox A rogrssion box Possible Child Boxes of the Compare box: + None Edgewise Comparisons ‘An edgeaise comparison compares two graphs, and gives a textual ist ofthe edges which must be added oo: taken away fom one to make it idomica to the other, Take, for example, the folowing two graphs. The frst is he ference graph the seconds the graph tobe compared tot. itpssemu-phi github joetradimanuall 5192rire ‘etrad Single HTML Manual ole ee oa \When these two graphs are inputinto the graph compare box, window appears which allows you to spect which af the two graphs is the reference ‘r9ph. When the comparison is complete, he folowing windaw results itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual CEieleemen Isdges reoriented: ‘When the tsted changes have been made tothe second graph, wil be dential tote fest graph one ofthe parent boxes contains multiple graphs, each graph wil be compared soparatly lo the relerence graph (ortho estimated graph willbe ‘compared sopaataly to each ference graph, dapending on which parent box is selected as tho reference), and gach comparison willbe housed in is ‘own tab, located onthe left sce ofthe window. Stats List Graph Comparisons [stats lst graph comparison tales up and presents statistics for the diferences and silartes between a ue graph and a reference graph. Consider the example used inthe above section; ance again, wel lt graph ane be the true graph. Just as above, when the graphs ae input ote tabular graph compare box, we must specify which of the graphs isthe reference graph, and whether it contains latent variables. When the comparison complete, the folowing widow results: itpsicmu-phi github iotetradimanuall 82ri712021 ‘Tetrad Single HTML Manual oe cu car | er car The fst columns gives an abbreviation forthe stats; the second columrs ves @ deftion ofthe statist. The hed columns gles the Misclassifications A misclassication procedure organizes a graph comparison by edge ype. The edge typ (undrected,dected, uncertain, partly uncertain, bidrecto, and nul are listed as th rows and columns ofa mati, with he tue graph edges as th row headers andthe target graph edges asthe column headers. If for example, there ar tree pais of varabas hat are cannectes by undirected edges in the reference graph but are connected by —> <> null — © ® ® 11 1 m oo @ © 8 80 @ @ o> @ @ 8 0 @ @ = <0 @ @ @ @ @ @ ie —> @© @ ® 1 1 3 <— 0 @© @ 2 @ @ fo, <> 0 @ @ @ @ @ mt 1 @ @ 2 8 * Endpoint Misclassification: © 0 > NULL. -o @ 0 @ @ 9 > 022 3 —- @6 2 5 2 | wu @ 13 * It one ofthe parent boxes contains multiple graphs, than each estimated graph wil be individually compared to he reference graph (or vee versa, and the resus housed in thelr wn tab, found on the lt Graph Intersections ’ graph intersection compares to of mote graphs inthe same comparison. It does so by ranking ajacencies (edges without regard to tection) and ‘ventatons based on how many ofthe graphs they appear In In an n-graph comparson, fst its any adjacences found in all graphs. Then sts a adjacencies found in n= 1 graphs, then agjacenes found in n=2 graphs, and 80 0. ‘tor ithas listed al aa onentaton appears in. An uncontradicted olentation sone on which al graphs graphs, til be Usted fist. Ifthe edge X © Z appears in n- 1 graphs, it wl bls th ncontaccies 5, Its any erertations that are not contradicted among the graphs, again in descending order of how mary graphs the agree of have no opinion, Saif the edge XY appear inal xt, but only ithe mth graph doesn't conkadict thats. only if tobe 14g0 2 4 X doos nol appear inthe final graph. the undirected edge Z— X appears inte fal graph, te rintation X Zi il consider Finally ary contracted arentatons (orentatins that the graphs disagree on) ae sted Independence Facts Comparison Jn comparing edges or orientation, this option directly compares the implied dependencies in wo graphs. When you intaly open the box, you the folowing window itpssemu-phi github joetradimanuall v2ri712021 ‘Tetrad Single HTML Manual ° Comparel0 independence Facts) ‘Compares conditional independence tests from the gven sources: Searehs fisher Zalpha'= L0C-2 Search Fisher 2 alpha = LOE-2 (Choe asl wilder rs dropown-> var BJ sere Limit lit so 10000 items, show P Values ust ‘Tho drop-down manu allows you fo choose which variables you want to check th dependency off you select more than two variables, any subsequent variables wil be considered members of the condoning st, So, you Select variables XI, X2, an X3, in that order, the box wil determine whether X1 Is independent of X2,condtonal on X3,n each ofthe graphs belng compared, When you clk “Ls inthe botom right ofthe window, the results wil be dapayed i the center of the window ° Comparei0 Independence Facts) | compares conditional independence tests from the given sources Sears: Fisher Z alpha = 10-2 Search: Fisher Z alpha = LOE-2 MLLX21x8 var EJ balete Limit it to 10000 tems, Show P values ust itpssemu-phi github joetradimanuallrire “etrad Single HTML Manual Edge Weight Similarity Comparisons Edge weight (inea”coetcient)simiarty comparsons compare two Inear SEM instantiated models, The ouputis a score equal othe sum ofthe squares of the diferences between each coresponing edge weight in each model. Therefore, he lower the sear, the more emer the wo graphs are, The score has pears: doesnot take account ofthe variances of he variables, and may terolore bes be used with standaraized models the complete absence ofan edge is scored as Oto negative cooticient compares ess wel with a positive coefclent than does no edge ata Consider, for example, an edge weight similarity comparison between the folowing two SEM IMs: Se ‘hon they are input ini an edge weight similarity comparigon he flowing window resus: itpsicmu-phi github iotetradimanuall 182ri712021 ‘Tetrad Single HTML Manual To) lecheines Score: 17.017111535326305, (ealoulated by suming the aquaced differences BE GREE ERGEGERSREING GUby eBEE] ‘This is, unsurprisingly, @ high score: the input models have few adacencies in comman, lt alone sitar parameters Model Fit [A model ft comparison takes a simulation box anda search box (eal, a soarch that has bean run on the simulated dain the simulation box), and provides goodness-oFt statistics, including a Student's slastic and p vale foreach edga, forthe output graph and the data, as well as estimating he ‘valves of any parameter. IIcoks and functons identical tothe estimator box, but unlike tho estimator box, it takes the soarch box dry as 3 paront, without needing to isolate and parametorize the graph cutout by the soarch | Parametric Model Box ‘Te parametric model box akes @ nonparameteized input graph and creates a causal model Possible Parent Boxes of the Parametric Model Box: + Agraph box + Another parametric model box + An instantiated model box + Anestimator box + A data box + A simulation box + A search box + A regression box Possible Child Boxes of the Parametric Model Box: + Agraph box + Another paramettic model box + An instantiated model box + Ar estimator box + A dala box itpssemu-phi github joetradimanuall 12182ri712021 ‘etrad Single HTML Manual +A simulation box + A searen box 1+ A knowledge bo Bayes Parametric Models ‘A Bayes parametric model takes as input a DAG. Bayes PMs roprosent causal structures in which al ofthe variables are categorical ‘Bayes PMs consist of thee components the graphical representation ofthe causal suctre ofthe mods fr each named vail, the numberof feategores nih that varable can assume; and the names of te categerias associated with each variable Yu may other marualy assign catogris othe variables or have Tetra assign thom a random. you choose to manually creat a Bayos PM, cach ‘arabe wil italy be assigned two calegores, named numeral. I you choose to have Telrad assign the categories, you can specty a minimum and ‘maximum number of categories possible for any given variable, You can then manually et the numberof categories and catogory names. Take, for example, the folowing OAG: Yano cao itpssemu-phi github joetradimanuall 1382ri712021 ‘etrad Single HTML Manual To view the number and names ofthe categories associated with each varable, you can clk on that variable in the graph, or choose trom he arop- own menu on the right In this graph, Xt and X2 each have three categories, andthe rest ofthe variables have four categores. The categories are named numeral by default, ‘The numberof categorie associated wih a particular variable canbe changes by clicking up o down n the drop-down menu on the rt. Names of categories can be changed by overurting the text already present, ‘Acitonally, several commonly-used press variable names are provided under he ‘Presets tab on the ight If you choose one ofthese confgurations, the numberof categories assoclated with he current variable wl automatcally be changed o agree withthe coniguration you have chosen you want al ofthe categories associated wih a variable to nave the sama name with a number sppandad (2.9, x, x2, x2), choose the “x, x2, 2.” option under Presets, ‘You can also copy category names between variables inthe same Bayes PM by clicking on “Transer—Copy categories” and “Transfer—Paste categories, SEM Parametric Models ‘The parametric model ofa structural equston model (SEM) wil ake any type of graph as input, 2s long asthe graph contins only directed anc bidrected edges. SEM PMs represent causal structure in which all variables are continuous. ASEM PM has two components: the graphical causal stucture ofthe model, and ais of parameters used ina set of near equations that define the ‘causal relationships in the mode. Each variable na SEM PMs a near functon of subse ofthe other variables and ofan error term craw from a Normal distbuton Heres an example of SEM graph and the SEM PM that Tetras creates from el itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual Ci) Petree ieee naval tn You can soe the error terms inte model by clicking “Parametors—Show Error Terms." Ina SEM model, a bisected edge indicates that etororms aro orelated, so wien err lerms are visbio, the edge botwoen X1 and X2 wil instead run betwoon tor eror tars. To change 8 parameters name or staring valu for esimation, double click onthe parameter in he window. Generalized SEM Parametric Models A generalized SEM parametric madel takes as input any type of ph, as long as the graph contains only ected edges, (The generalizes SEM PM cannot curently interpret bidrected edges) Like a SEM PM, it roprosonts causal structures in wtih all varables ar continuous, Also ke a SEM PM, a ‘generalized SEM PM contains two components: te graphical causa stuctre of the model, nda et of equations representing the causal stuctre of the model. Each variable n.a generalized SEM PM is a function ofa subset ofthe ater variables and an eror term. By default the Kancons are linear and the eto terms are drawn fom a Normal eistibuton (asin a SEM PM), but the purpose of a generalized SEM PM ft allow ting of ese features, Hors is an example of gener graph andthe default goneraized SEM PM Tetad crates using itpssemu-phi github joetradimanuall 15102rire ‘Tetrad Single HTML Manual ox) PMI (Generalized SEM Parametric Model) File Tools Layout Variables Parameters “Double click expressions to edit BL'XS + £X1 B2°X3 - B3°X1 v BAXS + EX4 You can view the eror terms by clicking "Tels: Sow Eror Terms.” ‘The Variables tb contains st of the variables and the expressions that define them, and a1 othe errr terms and he ditibstons fom which ther ‘values wil be drawn, Values wil be drawn independ foreach case if he model instantiated (eve IM Bor) ane used to simidate data (808 data bo, ‘The Parameters tab contains alist ofthe parameters ang the datibutons ram which they are drawn, When the model instantiated inthe IM box, @ fixed value ofeach parameter wll be selected according tothe species citroution. ‘To edi an expression or parameter, double click onit(n any tab) This wil open up a window allowing you to change the unetion that defines the variable or dstibuton ofthe parameter, For instance, if you double click ont expression next to XI (b1"X5+E_X1), th following winsow opens: itpsicmu-phi github iotetradimanuall 18192ri712021 ‘Tetrad Single HTML Manual Cie Porte: 35, brsven f= ams «em (nuonaly hae tow ‘Paani agpesin oer ears foes) aca) ‘The deop-down menu a the top ofthe window Iss vald operators an functions. You could, fr example, change the expression rom lear to ‘quadratic by replacing b1*X5+E_X1 with b1*X5%2+E_X1. You can also form more complicated expressions, using forinsiance, exponent ar sne functions the expression you ype is wel-orme, vill appear n black eat; is inva, wl pea i red text. Tetrad wil not accept any invalid changes. Paramotrs aro edited inthe same way as expressions. Ht you want several expressions or paremetes to flow the same nonlinear model, you may wish to use the Apply Templates too, This lows you to feaithe expressions or parameters associated wih several variables atthe same be, Te use the Apply Templates too, lik Tools: Apply Templates...” This wil open the following window: Cnn ype ana Tamer) seavte: Qvetes Qn Oresme abet =bs en eats te72 sesbina tes areaeexe You can choose to eit variables, eror toms, or parameters by clicking through the “apply o" radi butons. you ype a eter or exprossion into the “atari with” box. the temalate you eat wil apply enly fo variables, error terms, or parameters which begin wih that ete for expression For example, inthe given ganeralzed PU, there are two types of parameter: the standard deviations 1-80 and the edge weighs B-b7. you click onthe "Parameters" radio button and type "b into the “Stars wit” box, only parameters bt-07 wil be affected bythe changes you make ‘The “Type Tomplte box itself works Inthe sme way thatthe “Type Expression” box works Inthe “Et Expression” window, wih afew addons you sel through the drop-down menu atthe top ofthe window, you wil ee the optons NEW, TSUM, and TPROD. Adding NEW to a template creates a ‘new parameter for every vaiable the template is applied to. TSUM means ‘sum ofthe values ofthis variable’ parents,” and TPROD means “product of the values of hs varable's parents." The contents othe parentneses folowing TSUM and TPROD indicate any operations which shouldbe performed upon each varable inthe sum or produt, with he dala sign () functioning as a wld card. For exampla inthe image above, TSUM|NEW(b)"S) means that fr each parent variable ofthe variable in question, a now "wil be ereated and mula by the parent variabl's vale, and thn al ofthe Products wl be added together itpsicmu-phi github iotetradimanuall s1192| Instantiated Model Box ‘Tho instantiated model (M) box takes a parametric movlel and assigns values tothe parameters. Possible Parent Boxes of the Instantiated Model Box: + A parametric model box + Anathar instantiated model box + An estimator box + A simulation box + Anupdater box Possible Child Boxes of the Instantiated Model Box: + A graph box + Acompare box + A parametric model box + Ancther instantiated model box + Anvestimator box “+ A simulation box + A searen bax + Anupdater box + classy box +A knowledge box Bayes Instantiated Models ‘A Bayos IM consists ofa Bayos parametric model with defined probably values fra variables. Ths means hat, consitonal onthe values ofeach of Is parent variables, ther sa defined probably that a variable il ake on each o ts possible values. For each assignment ofa valve to each ofthe paronts of a variable X, the probable ofthe several values of X must sum to 1 You can manually setthe probably values fo each variable, or have Tetra assign the value, you can manually ext hem ltr andomly. you choose to have Ted assign probaly Hore is an example of a Bayos PM and is randomly created instanated modet itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual es Taner Atenas (= In the model above, when Xé and XS are both 0, the probably that XS is 01s 0.0846, hat XS is 1's 0.4425, and that XSi 2s 0.5229, Since XS must be 0 1,02, thse tree values must ada upto one, as must the values in every ow. To view tho probability values ofa varabla, eth double ck onthe variable int graph or choos it rm the drop-down menu onthe igh. You can ‘manually eet given probably value by overwiting the lex box. Be warned that changing the vale in one col wl delete the values nal ofthe other collin te row. Since the values in any row must sum o on, Half the cols in a row but one are sel, Ttrad will automaticaly change the val in tbe last call to make the sum correct. For instance, inthe above molt you change the frst row such thal the probably that XB = 0 05000 and the robabilty that XS = 1 fs 0.4000, the probably that XS = 2 wil automaticaly be sett 0.1000, Ifyou right eek ona calin he table (or twonger click on Macs), you can choose to randomize the probablties inthe row contaring that ce, randomize the values in al ncomplte ois nthe table, randomize the ene tole, or randomize te tole of avery variable nthe model. You can also choose to clear he row or table Dirichlet Instantiated Models itpssemu-phi github joetradimanuall 19182ri712021 ‘etrad Single HTML Manual Anchen ne form of sisted model ea spec 14 mods Like @ Bayes IM, 2 Dirchlet IM consists ofa Bayes parametric model ‘win Genes probably values. Unike @ Bayes IM, these probably values are rot manually set or assigned randomly stead, the pseudocount is. ‘manually et or assigned uniformly, and the probably values are derived rom The pesudocount ofa given value of @ variable the numberof data Points fr which the variable takes on that value, conaitonal on the values ofthe variables parent, where these numbers re permitted to take on non rgtive real values, Since we are creating models wthaut data, scan atthe pseucocaunt oe any number we want, you choose ta create a DirchlstIt, a window wil open allowing yout either manually set the pseudoccun, or have Tera sel all the pseudecounts inthe modelo one number, which you speci. Hore is an oxampo of a Bayos PM and to Dirchot IM whic Toad creates rom i when al poudocounts aro soo ono aceasta (a anos ctoors Inthe above model, when X2-0 and X80, theres one (pseudo) data point at which X4=0, one at which X total (pseudo) datapoints in which X2=0 and XS-0. You can view the pseudocounts of any variable by clicking onitin the graph or choosing it rom the rop-down menu at he top ofthe window. To edt the value of @pseudecount, double click on it and averunie it The total count af @ row cannot be drscly exe. and on at which X4=2, There are three From the pseudocounts, Toad determines the condtonal probably ofa category. This estimation is done by taking th peudocount fa alegory ‘and ving by theta count for is ow For instance, te otal count af X8 whon X2=0 and X6=0 is 3. So the conltonal probability of X8=0 given that X2-0 and X60 i 18. The reasoning behind this is clean athe ofthe datapoints in which X2 and XB are both 0, XE sao 0,80 the probably that X4=0 glen that X2 ard X6 also equal Os probably one thr, Tis also guarantees thatthe conditional probabities for any configuration of parent variables ada up to one, whieh necessary. itpssemu-phi github joetradimanuall 20102ri712021 ‘etrad Single HTML Manual To view the table of conditional probabiies for avaiable, lik he Probabilities tab. nthe above model, the Probate tab looks Iie this SEM Instantiated Models [ASEM instantated modells @ SEM parameitc modelin which the parameters and ero terms have defined values. It assumes that relationships between variables ar near, and that eror terms have Gaussian disbutons. Ifyou choose to ceate 8 SEM IN, the following window wll pen (Gaicnt des sechnafion (| _05] [ 18) [lst std re Crass ves xe onnton (021, 0sl) Plswmanc coor, strssatuesecdmuiton | To], | 38) Ca) Lena] Using this box, you can speci the ranges of values fam which you want coafilents, covariances, and variances to be caw for the parameters inthe ‘model. In te above box, for example al near coecens wil be between -1.5 and 0.6 oF 0.5 and 1.5 you uncheck 'symmetic about zero” bey wil only be between 0 and 1.5. Here is an example of SEM PM and a IM gonerated from it using the defauit stings: =. itpssemu-phi github joetradimanuall 21192ri712021 ‘Yu can now manualy et he values of parameter in one of wo ways, Double licking on te param you to overwite. Or you can click onthe Tabular Ello ta, which wil show al f the parameters ina tale which you can edit. Tho Tabular Edo: ab of ‘ur SEM IM looks tke bis In tho Tabular Editor tab of@ SEM estimlr box (which functions similarly tothe SEM IM box), he SE, T, and P columns provide statics showing how rebust the estimation of each parameter i, Our SEM IV, however, ein an instantiated model box, so the itpssemu-phi github joetradimanuall ‘Tetrad Single HTML Manual extet eg [FE HE testes | Hoda poe inte graph wil opan up a smal txt box for rca eee cs sca) ayaa cee Sale rca seeaweeaeas mot. 22102ri712021 ‘etrad Single HTML Manual ‘The Implled Matrices tab shows matrices of relatonships between variables inthe model Inthe Implied Matroes tab, you can view the covariance or coreaton matrix forall valle (including later) or jst measured variables In our SEM IM, the Implied Matrices tab looks ke ti: Ree Fe fares Let nhl | ahd DCSIMENCS |e ‘You can choose the mati you wish to view rom the rop-down menv a the top ofthe window. Only half of any maxis shown, because ina wel formed acycle model, te matrices shouldbe symmetie. The cals in the Impl Matrices tab canna be ected Inan estimator box, the Medel Statistics tab provides goodnoss off statistics for he SEM IM which hasbeen estimated. Our SEM IM, however, sin ‘an instantiated modelbox, on estimation has occured, and the Model Statistics tb is omy. Standardized SEM Instantiated Models ‘standardized SEM instantiated model consists of a SEM parametric model wih defined value for is parameters. Ina standarézed SEM IM, each variable not err terms) has a Normal dstrbution wth © mean and unt variance. The put PM toa standardzed SEM IM must be acyote Hore is an example of an acyclic SEM PM and the standarized SEM IM which Terad creates from it itpssemu-phi github joetradimanuall 23102ri712021 ‘Tetrad Single HTML Manual cara ‘aa ont 9 =H a (Cae oes To edit a parameter, double cick on A ser wil open a the bottom ofthe window (shown above for he edge parameter botweon XI and X2). Click fad drag the sor to change the valve of the parameter, oF entr the specie value you wish into the box, The valve must stay within a certain range in ‘order or the Normal distibuton lo stay standacze, 0 if you altempt to overwrite te text box on the bottom right with aval outside the sted rango, Telrad wil not allow it na standareized SEMIN, oro arms are nol considered parameters and cannot be ated, but you ean view thom by ‘cking Parameters: Show Error Tors. ‘The Implied Matrices tab wors inthe same way that it doos ina normal SEM IM. Generalized SEM Instantiated Models ‘A generalized SEM instantiated model consists ofa generalized SEM parametric model with defined values forts parameters Since the distbutons of ‘ho paramotars wore specie nthe SEM PM, Tetra doos not give you the option of spacing tose before i creates ths instantiated mol. Hore is an example of a gener ieee Beau J ¢ vers shane (8 see itpssemu-phi github joetradimanuall 24102ri712021 ‘Tetrad Single HTML Manual Y [Note thatthe expressions for XB and X2 are not shown, having been replaced wih the words long formula.” Formulae ever a crtaln length—the detour sting is 25 characters—are hidden to improve vsby. Long formulae canbe viewed inthe Variables tab, which Iss al variables and tele formulas You can change the cutoff point fr log formula by ceking Tools: Formula Cutot, ¥ you double click ona formula in ether the graph or the Variables tab, you can change the vale ofthe parameter in that formule, | Data Box The daa bo stro or marinas data st Possible Parent Boxes of the Data Box + A graph box + Arestinator box + Another data box «+A simation box + A regression box Possible Child Boxes of the Data Box + Agraph box + A parametric model box + Ancther data box + An estimator box + A simulation box nba -Retasay bor + Arogression box + A knowledge box itpssemu-phi github joetradimanuall 25102ri712021 ‘etrad Single HTML Manual Using the Data Box: ‘The data box stores the acl dataset rom which causal stctures are determined, Data can be loaded int the data box om apreexsting source, ‘manual fled in Tetrad, or simulated from an instantiated move Loading Data Data sts loaded int Ttrad may be catagrical, continuous, mixed, or covariance data General Tabular Data To load data, create a data box wth no parent. When you double cick, an empty data window wil appear Click File-> Load Datat and select the txt le or Fes that contain your data, The flowing window wil appar: a eings appyt ae ate {Etehuerdte Orne dat Sewer nel vl dente: Ownaespace wife nraaer: fad] (ie ‘The texto the source file appear inthe Data Preview window. Above, there are options to deserve your le, 0 that Telrad can fad it comet you fading clogosea, continuous, or mixed data values, elet tho “Tabular Data” buton, you ae loading covaiance malik, select “Covariance itpssemu-phi github joetradimanuall 26102ri712021 ‘etrad Single HTML Manual o Note that you are loading a covariance matin, you text fle should contin only he lower half ofthe mat, as Tetra wil ot accept an entre Betow the fe type, you can specty a numberof oer detail about your fe, including bnformation about the type of daa (categoricaleoninvousimixed), metadata JSON fle, dlimiter between data values, viable names, and more I yout datas mixed (some variables categorical. and some continous), you must specily the maximum number of categories dere varable in your daa can take on, Al columns with ‘more than that numberof valves wil be treated continuous; the others wil be teated as categorical. Hf you do not st the variable names in the fk, you should uncheck “Fst row varable ramos.” I you provide case IDs, check the box forte appropiate column inthe “Case 1D column to ignore” area the case ID column is labeled, provide tho name ofthe labo: orerwis, the case ID column should be the fst colar, and you should check “Fist colin ‘Below this, you can specify your comment marcrs, quote characters, ard he character wich marks missing data values. Tetad will uss that informaton to distinguish continuous fam diss "Flos" panel onthe lower et. ts variles. You may also choose mors fle to load (or rove fs tha you donot wish to loa inthe Metadata JSON File Metadata s optonaln general cata handing. Butt can be very help i you want to overwrite the datatype ofa given variable column. And the ‘metadata MUST be a JSON fle Ike the flloning example. domains asscrete’: false » "ane": “nek” . 4 > 1 > You can specty the name and data ype foreach variable. Variable thal are notin the metadata fle wil be treated as domain variables and thir data ‘ype wil be the de‘aul data type when reading in columns described proviousy. \When you ae satefed wth your desertion of your data, cle "Vacat’ athe bottom of the window. Tetra wl check that your fs comectly formated. itis, you wil receive a screen ling you that valéation has passed wih no ero. At ths point, you can revs the settings page, or click "Load to load ts data, ese rate, ean ange esting or abdcanee by ing he Sato ation eee itpssemu-phi github joetradimanuall 22ri712021 ‘etrad Single HTML Manual Fioaaroaa sit Toole ‘Yu can now save this dataset toa taxt fe by ckekng File: Save Data In adtion to loading data rom a fle, you ean manually enter data values and variable names by overwring ellen the data table. Covariance Data CCovarance maticas loaded into Telrad shouldbe asc text ls. The fire ow contains the sampla sie, the s2cond row contains the names ofthe ‘variables. The frst wo rows are olowed by a lower Liangular max. For example: MG KS H6 e.0312 1.0000 0.5746 0.4168 1.0000 8.8691 9.0534 -0.4372 -0.4887 1.0000 0.6288 0.0827 -@.1023 -2.0913 9.7172 1.0000 CCatogoial, continuous, or mixod dala should aso bo an asc txt lo, wilh columns representing variables and rows representing casos. Bayond that, ‘hore is a great dol of fexblyin tho layout: doliiters may bo commas, colons, tabs, spaces, somicelons, pipe symbols, or whitespace; comments and missing data may be marked by any symbol you Ike; there may be arow of variable names or not and case IDs may be prosent or rot. There should be ne sample size row. For example: mo KS “3.0293 1.0361 0.2329 2.7829 0.2878 3.5579 -0,7431 -0,5960 -2.5502 1.5643 (9858 1.0400 -0.8255 0.3021 0.2654 0.9666 -0.5873 -0.6350 -0.1208 1.2684 “A.7ani 1.8963 -0.9814 1.8505 -0.7537 0.3150 -0,5203 2.2830 -1.2462 -1.2768, 4.3208 2.9880 -0.3609 4.8079 0.6005, Handling Tabular Data with Interventional Variables This san advanced topic fr dataseis hat contain interventional (.e., experimental variables. We modal a single nirvertion using wo variables: status variable and value varabe. Below is @ sample datas, in which ‘rat, ‘mek, pip2, er’, at’ are the 5 domain variable, and 'ed3_s' and "ed8_y' are an interventional par (status and value varable respectvey). ica in another intervention variable, but it's @ combined variable tet doesnt have status raf nek pip? ork akt cis cay Seam 3.265 3.2771 3.2884 3.3534 3.7495 @ 2.3348 ¢ 4.7399 3.9908 3.0057 3.7149 3.7495 1 @ 3.4423 itpssemu-phi github joetradimanuall 20102ri712021 ‘etrad Single HTML Manual And the same metadata JSON file looks ike this interventions": [ name": “ed3.s", » ‘discrete’: false > » status": ould, votscrete' false ) > L name": “raf, » name": “nek, discrete”: false > 1 ) ach intervention consists of status varable and valu variable. There are cases that you may have a combined interventional vanabe that doesc have the status variable In his case, jst use ‘ni. The datatype ofeach variable can siterbe discrete or continuous. We use a clean flag to indicate ths datatype. From te above example, ws only specif two domain variables in the metadata JSON, any variables not specfd in the ‘metadata wil ba trated as domain var Manipulating Data ‘The data box can also bo used to manipulate data Sts that have already been load or simulated. you create a data box athe child of anther box containing a data set, you willbe presented with a Hist of operations that canbe performed on the dala, The avaiable data manipulations ar: Discretize Dataset ‘This operation aows you ta make some ofall variables ina dataset crete, you choose i @ window wil open. itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual Pees Vin= 4.6625, Vox =5.4431 Dacron Meo © cverly iteuted eons C teed isttuted values Use cxegeristo dct, [dt celeo-ry nones are bred .b__ls[L=_1 Geely 21 Sf tse, | 208) ak [leme| pe |] oy unselected colin intone data cot \When the window fst opens, no variables are selocted, and the ight side ofthe window appears blank in his case, we have already selected X1 urB0bves, In odor to discretize a variable, Telrad assigns al datapoints win a cortan range oa catogory. You can ol Ttrad to break the rango of tho datastito approximately oven sections (Evenly Distributed Intervals) oro break the data pons themselves ilo approximately oven chunks (Evenly Distted Vaiss) Use the song menu to increase ot decrease the numberof ealegeries to create, You can aso rename calogories by ‘overwriting the tox boxes onthe lo, or change te ranges ofthe categories by overwriting the text boxes onthe right To dseretize another vara, ‘imply select trom the left. you want your new dataset oinelude the variables you dé rot dseretze, check the box tthe bottom ofthe wirdow. ‘You may ascretze mulple variables at once by selecting multiple variables, in he case, the ranges are net shown, as they willbe ciferent rom variable to variable Convert Numerical Discrete to Continuous lt you choose this option, any scree variables wit aumercal category values wil be weated as continuous variables wih eal values. For example, “1 wil be convertad 12°10" Calculator ‘The Caleulator option allows you to adel and ei relationships between variables in your daa Set, a Yo add new variables to the data ot itpssemu-phi github joetradimanuall 30192ri712021 ‘Tetrad Single HTML Manual Ed Expreesione Tse eons In many ways, this tool works Ike the El Expression window in a generalized SEM paramtic model. To exit the formula that defies a variable (which wil change that variable’ values inthe table) type that variable name into the textbox othe ot ofthe equals sign. To creale a naw variable, ype a nam for that variable ino the textbox to the loft ofthe equals sign. Then. in he box onthe rght, writ the formula by which you wish to define now ‘variable in place of, rin alton to, the old variable, You can select functions from the sroling menu below. (Foran explanation ofthe meaning of ‘some the funetons, se the section on generalized SEM models inthe Parametric Model ox chapter) To ext or create several frmulae at once, click the “Add Expression” button and another bank formula will appoar. Te delote a formula, check the box next tot and cick the “Remove Selected Expressions" buon. \Wnen you click “Save” table wil appear listing the data. Values of variables whose formulae you changes wil be changed, and any new variables you created wil appear wth defined values. Merge Deterministic Interventional Variables ‘This option looks for pairs of itervaonal variables (curently only discrete variables) that are deterministic and merges them info one combinod variable, For domain variables thal ae uly determirised, wel add an attribute to them. Later inthe knowledge box (Edges arc Ties), the interventional viable (both status and valve variables) and the fuly-detorminised domain varables wil be automaticaly putt lop Yer, Ard al ther domain variables wil be placed inthe second tor. Merge Datasets ‘This operation takes two or mare data boxes as parents and creates dala box conaining al daa sls in the parent boxes. Incvdual data eas willbe contained inthe own fabs inthe resting box. Convert to Correlation Matrix This operation takes 2 tabular dataset and cuuts the lower naff the corelation matrix ofthat data se Convert to Covariance Matrix “This operation takes tabular data sot an outputs the lower hal of th covariance max of tat daa sot Inverse Matrix ‘This operation takes @ covariance or corelaton matrix and outputs its inverse (Note: The output wi nat be acceptable in Teed ae a covariance or coreaton matrix, a its nt lower tiangular) ‘Simulate Tabular from Covariance ‘This operation takes a covariance matrix and utputs a tabular dataset whose covariances comply with he mati itpssemu-phi github joetradimanuall 31192ri712021 ‘etrad Single HTML Manual Difference of Covariance Matrices ‘This oparation takes two covariance matrices and outputs thelr difrenos, The resulting matrkx willbe a wsllformated Tetra covariance mat data ‘Sum of Covariance Matrices ‘This operation takes two covariance matrices and outputs thelr sum. The esulng matix willbe a welHormatted Telrad covalance matrix data st. Average of Covariance Matrices ‘This operation takes two or more covariance matrices and outputs the average. The resulting matic willbe a wellfermates Tetrad covariance matix data set Convert to Time Lag Data This operation takes tabular dataset and cutouts a timo lag data sot, in which each variable is recorded several mes over the cours ofan experiment. You can spaciy the number of lag nthe data, Each contains the same data, shifted by one "ime uni” For instance, the orginal data set had 1000 cases, and you spect tha he time lag data sot should cortain two lags, then the third stage variable values wllbs those of cases 1 to 998, the secone stage varabe vals wil be those of cases 210999, and the frst stage varabla values willbe those of cases 3 to 1000, Convert to Time Lag Data with Index This operation takes a tabular dataset and outputs atime lag dataset inthe same manner a5 "Convert Time Lag Data” then adds an index varabl. Convert to AR Residuals ‘This operations performed on atime lag data set Tetrad performs a near regression on each varable in each lag with respect o each ofthe variables Inthe prevous lag, ana drives the error terms. The output data set contains ony the eror terms. Whiten Tokos a continous tabular dala set and converts ito data sot whose covariance matx isthe identy mati Nonparanormal Transform Takes a contruous tabular dataset and increases its Gaussian, using @ nonparanommal ransformation to smoath the variable. (Note: This operation Increases only marginal Gaussanty, not the joint, and in near systems may eliminate information about higher moments thet can aid in non-Gaussian onentaton procedures.) Convert to Residuals Te input or hs operation i 8 directed acyete graph (OAG) and a data et. Tea perorms@ non regression on each variable in the dataset with respect allot the varables tat the graph shows to be its parents, a derives the error terms, The output data set conta only the ero ors, Standardize Data ‘This operation manipulates the data in your data st such that each variable has O mean and unt variance, Remove Cases with Mis: 9 Values If you choose tis operation, Tetad wil remove ny row n which one or mor ofthe values is missing. Replace Missing Values with Column Mode you choose tis operation, Tevad wil replace any missing value markers with the most common used value in the colin, Replace Missing Values with Column Mean 1 you choose this operation, Tad will replace any missing value marker wih the average of al ofthe values inthe column. Replace Missing Values wih Regression Preicions: Ifyou choose this operation, Tatad wil parforma linear regression on te daa inorder fo estimate the mos ikely vale of any missing value Replace Missing Values by Extra Category ‘This operation takes as input cscrete dataset Fr every variable which has missing value, Tetrad wil ceate an entra category for hat varable (ames by default "Missing and replace any missing data markers with hat category. Replace Missing with Random For discrete data, replaces missing values at random rom the Ist of categories the variable takes in other cases For contuovs daa, fds te rrininum and maximum values of the column (gnaing the missing values) ang plks a random number fom Ulmn, max) itpssemu-phi github joetradimanuall 32192m72024 “exad Single HTML Manval Inject Missing Data Randomly It you choose this operation, Trad will replace randomly selected data values with a missing data marker. You can set the probably wih which ary partculr value wil be replacad (that i, approximately the parcentage of values for ach variable which wil be replaces with missing data markers) Bootstrap Sample This operation draws a random subse ofthe input dataset (you spect the size of the subset) wth replacement hats, eases which appear once in the origina dataset can appear multiple mes in the subse). The sulting dataset can be used along wih sniar subsets to achieve mare accurate catimates of parameters. Split by Cases This operation allows you to spt a data gt into several smalor data gts. When you choose ia window opens: Sees sna dain © shiedercar Ocvghal onder Ssitdatait|_ 3 |abecte atone 665/t0 ron 000 CE lea I you would tk the subsets to stain the ordoving they had inthe orignal el, cick “Original Orde" Othrwis, the ordering ofthe subsst will bo ‘assigned a random, You can also increase and decrease the numbor of subse coated, and spec the range af each subset Permute Rows ‘This operation randomly reassigns the ordring of data set's cases, First Differences Tis operation takes tabular data st an outputs the fst iferences of te data (2, Xi8 a vaable inthe exignal data set and X' ists equvaent in the et dferences data st, X'1 = X2~ x), The resulting dataset wil nave one fewer row than the oignal, Concatenate Datasets “This operation takes two or more datasets and conatenates. The parent dase must have the same number of varables. Copy Continuous Variables ‘This opraton takes as input a cata satan casts a naw data sa containing ony the continuous vaables present in he origi Copy Discrete Variables ‘This operaton takes as input a data set and creates anew dataset containing only the cscrete variables present inthe orginal Remove Selected Variables Copy Selected Variables ‘As explains above, you can selet an entre column In a dataset by clicking onthe C1, C2, C3, et... cll above te column To select mule columns, pres and had the “conto key while clicking on the cals. Once you have done ¢, you can use the Copy Selected Variables tool toc dataset in which ony those columns appear Remove Constant Columns ‘This operation takes a ta sel as input, and reales a data set which contin all columns inthe orginal dala set except for hose wit constant values (such as, for example @ column containing noting ut 2), Randomly Reorder Columns This operation randomly reassigns the ordering ofa data sats variables. itpssemu-phi github joetradimanuall 33102ri712021 ‘etrad Single HTML Manual Manually Editing Data Under the Edt, there are several optons to manipulate data. you solet a numberof cols and cick “Clear Cols," Tetrad wiloplace the data ‘values nthe selected cots with a missing data marker. you select an entire row or column and eck “Delete selected rows or columns, Tetras wi {eleto al data values inthe row or column, and te name ofthe row or column. (T select an entre column, eck on the category number above it Iaveled C1, C2, C3, and goon, To selec an entke row, cick on he row number fo the leo, labeled, 2, 3, and #0 on) You can also copy, ct, and paste data values to and from selected cet. You can choose to show or hie category names, and if you click on “Set Constants Colto Missing” then in any column in whieh the variable takes on only one value (or exampa, a celumn in which every col contain te number 2) Tetra wl So evry el to the mising ata marker Under the Tools ab, the Calculator tool allows you add and eit relationships betwesn variables inthe graph. For mors information on how the Calculator ool work, sae “Manipulating Data’ section above Data Information Under the Tools ab, there a ‘options to view information about your data in several diferent formats. ‘The Histograms tool shows hislograms ofthe variables in tho data so Histogram ec Vai ‘cu rete cortarurder [0 sso the dt, ‘These show the dstibuion a data foreach variable, with the wath af each bar representing a range of values, and height ofeach ba representing how many datapoints faint that range. Using histograms, you can determine whether each variable ha a csirbution that i approximately Normal To select variable to view, choose tom the drop-down menu on the right. You ean increase or decrease the number of bars inthe Nstogram (and therefore decrease or increase the range ofeach ba, and increase or deer ‘leo view only ranges with a certain amount ofthe data using the “cul bins” menus the accuracy af the histogram) using the menu onthe right. You can ‘The Scatter Pots too slows you to vow seater plas of two varabls poted against each other. itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual Elec) To view a varablo a the x ory-ais of tho graph, select rom one the drop-down manus to the right. To ww the regression fn ofthe graph, check the box onthe ight You ean see the correlation of two vatibles conditional ona third variable by using the Add New Conditional Variable button a the bettom af the window. Ths wil open up 2 slider and a box a which you can se the granularity ofthe sider. By moving the Skde othe let o right, you can change the range of values a he conional variable for whic the sear pot shows the correlation ofthe variables on he x-and y-axes. You can increase ‘and decrease the with ofthe ranges by changing the ranulanty of the slide. A slidor with granularity 1 wil break he values ofthe conditional varable Into sects one unt ong te. The granulanty cannot be st lower than one In a wolormed mode, the seater plot ofa variable potled against self should appear as a sraight ine along the ine y= x. ‘The 0-0 Plt tale test fr normaly of stbuton Ia variable has aeistbuton which is approximately Normal, its @-0 plot should appear asa straight Ine witha pos ‘variable whese G-0 plot you wish o view rom the drop-down menu onthe right. 0 slope. You can solcl the ‘The Normality Tests tol gives a tex! box wth he ess o he Kolmogorov and Anderson Daring Tess for normaly fr each variable. The Desoitve Statistic tool gives textbox wth statistical nfermaton suchas the mean, median, and variance of each varabl, hitpssemu-phi github ioetradimanuall 35102| Estimator Box ‘Tho estimator box takes as input data box (or snulation box) and a paramore modolbox and estimates, oss, and oulputsaninstanlated model for the data Wit the exception of the EM Bayes estimator, Tetrad estimators do not accept missing values. I your data st contains missing values he missing values can inerpelated or removed using the data box, (Not thal missing values ae allowed in vaous Tetra search procedures; #oe the seeton on the searchbox.) Possible Parent Boxes of the Estimator Box: + A parametric model box Possible Child Boxes of the Estimator Box: + Agra vox + A simulaton box + Anupdater box ML Bayes Estimations {ayes nels are acyclic graphical models parameterized by the condional probability cietibuion of each variable on is paren value, asin instantiated model box. Whan the model contains ne Iatat variables, tho jin eistbuton ofthe variables quals the product ofthe estrous of the variables conditional on their respective parents. The maximum lkelnood (ML) estimate of ho joint probably distribution under a models the product ofthe corresponding Frequencies inthe sample ‘Te ML Bayes estimator, because It estimates Bayes IMs, works only on models with dscrete variables. The model estimated must not include latent Vaabes, and the Input data set must not include missing data values. A sample estimate looks Ike ths: Tb Etinator2(ML Bayes attr) oan EE 7 = = ‘The Mode lab works exactly as it does ina Bayes instantiated model. The Model States tab provides the p-valve fora chi square testo ogres o roedom, the chi square valuo, andthe Bayes Information Giri (816) score of he model Dirichlet Estimations [A Dichlst estimate estimates a Bayes instantiated model using a Dricletcistrbution fr each category. In Dirchlet estimate the probably ofeach ‘value ofa variable (contonal onthe values ofthe varale's parents) is estimated by adding togsthr a pie pseudo count (cn is 1, by deft, of itpssemu-phi github joetradimanuall 36102ri712021 ‘etrad Single HTML Manual ceases and the number of cases in which the variable takes that valu inthe data, and then diving by he total numberof cases inthe pseudocounts ‘and nthe data wih that camviguration of vales of parent variables. The default prior pesudo-count can be changed inside the box. (Fara ful ‘explanation of pseudocounts and Dirichlet estima, see the sacton on Dirichlet instanatad models) ‘The Difichlet estimator in TETRAD does not work ifthe input dataset contains missing data values. EM Bayes Estimations ‘The EM Bayes estimator takes the same Input and gives the same output asthe ML Bayes estimator, buts designed to handle datasets with missing data value, and input modes wth ater variables SEM Estimates ‘ASEM estimator estmatos the values of parameters fora SEM paramoti model. SEM esti ata values. A sample output looks Ike this 1 donot work i to input data sl contain missing e Estimator1 (SEM Estimator) File Parameters Layout Tabular Editor | (plied Matrices |] "Click parameter values to edit g cas ser 00038 1.1208 1265588 -asus ote 03537 oo1s7 tibet ra ox Score _Fals Random Restarts 1 Choose Optimizer: Estimate Again itpssemu-phi github joetradimanuall 3792ri712021 ‘etrad Single HTML Manual Tetrad provides fve parameter optimizers: RICE Diton, M. & Richardson, T. . (2004, July). Heratve conltional ting for Gaussian ancestral graph models. In Proceedings ofthe 20t confrence on Uncertainty in ata intlignce (pp. 130-137). AUAI Press). expectaton-maximization (EM), regression, Powel Joumal of Econometics 25 (1984) 303-325) and random search Accurate regression estimates assume that he input parametric ‘odes @ DAG, and that its associated tatistice are based ona linear, Gaussian model The EM optimizer has the same input constraint 28 regression, but can handle latent variables. Tota ao proves two scores that canbe used in estimation: feasible generalized least squares (FGLS) and Ful information Maximum Likohood (emu, the graph forthe SEM is 2 DAG, and we may assume thal the SEM is near with Gaussian error terms, we use multilinear regression to estimate coeffcents and residual variances, Otherwise, we use a standard maxcmum lkelinoodd ting function (eee Bolan, Structural Equations with Latent Variables, Wiley, 1989, pg 107) to minim the distance between a) the covarance aver the variables as implied by the coeticent and error covariance parameter values ofthe model and (the sample covariance matin. Following Balen, we denote ths function Fi; maps points in Parameter values space to real numbers, and, when minimized, yels th maximum tkothood estimation point in parameter space, In thor caso, an Fr vluo may be obtained for tho maximum Ikethood point in paramster spac ther by regression or by crack minimizaton of tho Fl function isl. The value of Fn at this minimum (maximum Hkelinood) point, mulptid by N+ (where N isthe sample size), yells ach square stables (272) fr the model, which when referred to the cl square table with appropriate dogroes of feedom, yelés a model p valve The degrees of freedom (do) n this eases equalto the mim-2 =f, where mis the numberof measures varlables, and tis the numberof fee parameters, equal’o the numberof coofcient parameters plus the numberof covariance parameters. (Nate tha the degrees of freedom many be negative, in which case estimation should not be done.) The BIC score cateulated as eh - da * gi) You ean change which score optimizer Telrad uses by choosing them fom the drop-down menus a the batlom ofthe window and clcking “Estmato ean” The Tabular Eeitr and Impled Matrices tabs tuncton exactly as they 60 nthe instantated mode box, but In the estimator box, the last hee columns cof he table nthe Tabular Editor tab are fled in. The SE, T, and P columns provide the standard errors statistics, and p values of he estimation. ‘The Medel Statistic tb provides the dagres of readom, ch square, p value, comparative fit indx (CF), oot mean square arr af apprximation (RMSEA) and BIC score ofa tet ofthe made. should be noted that whl these test statistic are standard, they are not in general carrect. St “Mathias Orton, 2008, iketncod ratio tests an singularites. Annals of Siatistics37(2)979-1012.arkivmath STHO703360, \When the EM algcthim is used with latent variable models, we recommend muliple random restars. The number of restarts can be setin the lower Fight hand comer ofthe Estimator Box Generalized Estimator ‘A generalized graphic model may have non-tnear relations and non-Gaussian ditibutons. These models are automaticaly estimate by the Powell method, which seeks a maximum tkethood souton. | Updater Box ‘The undatr box takes an instantiated model as input. and ven information about the value of parameters in that model updates the formation about the values and relationships of ethos parameters. The Updater allows th usero apsety values of variables as Evicence.” The defaults thatthe concitonal probablies (Bayes net models; eaegorcal \varabes) or conditonal means (SEM models; continuous variables) are computed. For any varable for which evidence Is specie, the user can click ‘Manipulate n which case the Updater wl calculate the eondlonalprobabiies or contol means for other variables when the evidence ‘vatabes are forced to have ther spectied values, In manipulated calultons al connections into @ measured variable are dlscarded, the manipulated ‘variables are treated as independent of tei causes in the graph, and probabil for variables that are causes ofthe manipulated variables are uncnanged, ‘There ae four available Updater algo in Tetra: the approximate update, te row suming exact update, toe CPT invariant updater, andthe ‘SEM updater. All excopt forthe SEM updater function only when given Bayes instantiated models as input the SEM updater functions when gven a ‘SEM instantiated models input, None ofthe updates work on cycle model, Possible Parent Boxes of the Updater Box: + An instantiated mode box + An estimator box itpssemu-phi github joetradimanuall 38102ri712021 ‘etrad Single HTML Manual Possible Child Boxes of the Updater Box: + An instantiated model box (Note that te instantiated model wil have tho updatod parameters) Approximate Updater ‘Te approximated updater sa fast but inexact algritm. ltrandomly draws a sample dataset rom the instantiated model and calculates the conditonalrequancy a the variable tobe estimated Take, for example, the flowing lstantated model | asec Em (= When itis input into te approximate updater, the folowing window resus: Cree) Faas eetetam Stare stance soe ag cnt pt bn aut It we cok "De Update Now now, wihout ging te updater any evidence, the ight side ofthe screen changes to show us the marginal robabiies of the variables, itpssemu-phi github joetradimanuall 30102ri712021 ‘Tetrad Single HTML Manual [argh Prebbitis | Wargalnababinestr wai) | weds ho ratect the ela evden No Bede ns The bli nes, and the values Isted across fom them, ncicate the probably that the variable takes onthe glven value in the input instatiated med ‘The re Ines indicate the probaly that the variable takes onthe given vals, given the evidence we've aed tothe update. ‘Since we have aided no evidenco tothe update, the rod and blue lines are voy similar in fngth. To view the marginal probabilities for avaiable ‘ther click onthe varlabe inte graph to theft, or choose itm the seroing ment a he top ofthe window. Al the moment, they should al be vary lose tothe marginal probabilis taken rom the instantiated model Now, wel return to the orginal window. We can do so by clicking “Edt Evidence" under he Evidence tab. Suppose we know that Xt takes onthe value ‘in our model, or suppose we merely want to See how X: taking that value affects the valuos of to ater variables. We can click onthe box het says "1 next to X1. When we cick Do Update Now." we again get alist f the marginal probabities for X1 Benes Weds argh Preboblties Wargalnababinestrwoisbie1 wedoes ffi the fling ever [Now that we have added evidence, the “re Ine" marginal prababis have change; for X the probably that X11 fe 1, because we've fold Tetras and X1=2 are both. that thats the case, Likewise, the probabifties that X "Now, let's look athe updated marginal probabites fr X2, @ parent of Xt. itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual Evidence Made ‘Marginal Probables | iil iio or val [ra udaiod oer he Folin evens io Evidence 0 ear = a.1s20 = 4570 at 0.1540, — 2730) — 2720 Evidence Made ‘Marginal Probabiibes | isc ati or vec [32 I] undated fore the flonng even XL ec) 0.4500) 04760 os60 2300) oie) w way | NON ® ‘Tho fistimage isthe marginal probablties before we added the evidence that X have changed: in particu, has become much more kel that X2=0, ‘The second image's the updated marginal probabil. They Under the Mode tab, we can change the typeof information that the updater box gives us. The mode we have been using so far is "Marginals Only (tiple Variables)" We can switcn the mode to “r-Depth Information (Single Varable}" Under this modo, when we perform the update, we receive ‘more information (such as log odds and joints, whan supported; joint probabil are nct supported bythe approximate updater) but only about the variable which was selected in the graph when we performed the update. To vow information about a diferent variable, we must re-odt the evidence with that variable selects the variable can take one of several valves, orf we know the values of more than one vaible, we can select multiple values by pressing and hokting the Shi ey and then making our selectons, For instance, in the model above, suppose that we know that X1 can be 1 ¢2, but nat, We ean hol he Shift key and solect the boxes for + and 2, and when we click “D0 Update Now.” the marginal probable for X2 ook ike this itpssemu-phi github joetradimanuall 41192ri712021 ‘Tetrad Single HTML Manual Cirennt) patties brrcselonesieta eel] cdied ‘Since X1 must bo 1 or2, th updated probably that itis 0s now 0, The marginal probabiltios of X2 also change, patties pentose vate ie ese ‘The undatac marginal probatilies are much closer to ther original vali than tay ware when we knew that X1 was 1 Final, we are arbitrary seting the value ofa varable—that ste values ofits parents have no effect on ts value—we can check the "Manipulate" boxnex! ot While we are wo eaitng evidence, andthe update wl aet his iformaton, "Note thet mule values cannat be selected for evidence for SEM model Row Summing Exact Updater ‘The row summing exact updater is a slower but more accurate updater than the approximate updater. The complet ofthe algorithm depends on te numberof variables and the rumor of categories each variable has, Keates a full exact condtonal probability able and updates fom tha. Ks Window functions exactly as the approximate updater does, with to exceptions: in"Mullole Variables" mode, you can See concitonal as well as, ‘marginal probable, and in ‘Single Varable" modo, you can $00 join values, itpssemu-phi github joetradimanuall 42102ri712021 ‘etrad Single HTML Manual CPT Invariant Exact Updater ‘The GPT invarant exact updators more accurate than the approximate update, bu sigh faster than tho row summing exact update window functions exact as te approximate upéatr down, with one exception: in “Mule Variables* made, you can see concitonal as wol as marginal probabities. SEM Updater ‘The SEM updater doesnot deal with marginal probabil; instoad, estimates means. ps ‘Suppose we know that the mean of i. When we enter that value into the textbox on the left and clk Do Update Now the mode! on the ht Updates to rotect that mean, changing the means af bath X1 and several ether variables, In the new model, the means ofX2, X6, and x5 wil al have changed, we cick tn "Manpulated check Box as wel means that we have aritanly se he mean ofX!f0.5, and that the vals ofits parent variable, Xé, has no effect on The graph, as wal asthe updated means, changes to ral this. ‘The rot ofthe window has the same funciona as a SEM intanaled model window, except as noted above | Knowledge Box itpssemu-phi github joetradimanuall 43102ri712021 ‘etrad Single HTML Manual ‘The knowledge box akes as np a graph ora dataset and imposes axonal onsirants onto t,t ale wth searen Possible Parent Boxes of the Knowledge Bo: + Agraph box + A paramtc model box + An instantiated model box + A dala box + A simulation box + A search box + Another knomtoige box Possible Child Boxes of the Knowledge Box: + A search box + Another knowledge box Tiers and Edges The ters and edges option allows you to sot variables ito groupings that can or cannot afet ach ether. also allows you to manually ade forbidden and required edges one ata tine, Tiers ‘Tho tis tab fora graph with ton variables looks Hk this: e Knowledge (Tiers and Edges) File (EB other Groups Edges Not inter Ter = [_3)9 oes] e161 b8 103) be]be75 [Tier 1 Find (Forbid within Ther [| Can Cause Only Next Tier Tier 2 Find | Forbid Within Tier Hier3 Find) Forbid Within Tier Use shift key to select multiple items itpssemu-phi github joetradimanuallri712021 ‘etrad Single HTML Manual ‘ers separate your variables into a time tne Variables i higher-numbered ters occur later tan variables in lower-rumbered tars, which ges Tt Informaton about causaton. For example, 2 variable in Ter 3 could not possibly bea cause of variable in Tie 4. To place a variable in a tor, clckon tho variable inthe “Not nor box, and then cck on the box ofthe tor. you chock the “Forbid Within Tr box for tir, varabes in tat oe will not be alowed to be causes ofeach ater To increase ot decrease te number firs, se the erating box in the Upper Fight corner of he window. You ean quickly search, select and place variable in er using the Find button associated with each er. Enter box using asterisks a5 wildcard indcators. Eg. "X1"* would find and select variables X1 and 10. arch string nto the Find dialogue You can also lint the search such that edges rom one tr only are added to te nos immediate tro. Ter 1 "Can cause only nex Uris checked thon edges trom varios in Tie to variables in Tle 3 ae forbidden, Handling of Interventional Variables in Tiers Ht you have annotated your variables with interventional status and interventional value tage using a metadata JSON file (s00 Data Box section) the Tors and Edges parel wil automaticaly place these varabls in Tier 1.I'youhave information about the effects ofthe ntaventon variables you can use the groups tab indicate this. Groups ‘Te groups tab fora graph wt four variables looks tke this e Knowledgel (Tiers and Edges) File Da] a] ba] a) ‘Add Forbidden Group Add Required Group Use shift key to select multiple items In the groups tab, you can specty certain groups of valables which ae forbidden or required to cause other groups of variables. To adda viable to the “eause section of group, lek onthe varlabie in the box a he ap, ar then lick an the box to thee af the group's atow. To aa variable to the elec” section of group, elk onthe variable in the Box a he top, and then click onthe box othe igh of he group's arrow. You canada group by clccng on one of the buttons tthe top of the window, and remove one by cekng the “remove” butlon above the group's boxes Edges ‘Te edges lab for a graph with our variables los Ike this itpssemu-phi github joetradimanuallri712021 ‘Tetrad Single HTML Manual Tiers | Othe Gaps 2598") Test 25) Foie ad Rea wedsues show robten by Tes 7] show ridden Eley shaw Rewuredty crocs 2] sic rorken by Gro.es Cone In he edges tab, you can requir o for nail causal edges between variables. To ad an odge,clck the type of edge you'd Ike to create, and tho ellek and drag kom the "cause" variable othe tact” variable. You can also use this tab to s00 the offecs ofthe nowledge you created in the other abs by checking and unchocking the boxes a tho bottom of he window. You can agus the layout ta mimi he layout af tha source (by ccking “source layout) oro see te variales in ther imotne ors (by liking “knowledge layou") Forbidden Graph 1 you use a graph as input toa knowledge box wih te 'Forbidcen Graph operation, the box wil nmestatly ad ledges inthe parent graph as forbidden edges, wil otherwise work Ike @Tlers and Edges box. Required Graph I you use a graph as input toa knowledge box withthe "Required Graph operation, the box wl immoditaly ad all edges inthe parent graph as required edges. twill obharwise work ke a Tors and Esges box Measurement Model Tis option allows you to bull elsters fora measurement model. When fst apened, the window looks he this itpssemu-phi github jotetradimanuall 46102ri712021 ‘Tetrad Single HTML Manual @ __ Knowledge1 (Measurement Model) Not in cluster: # Clusters = 02 xt | 2 | | [x4 | J [xe ] [7 [58 ] [59 ] [x0 a wl2 Use shift key to select multiple items. You can change the numberof clustors using the tox box inthe uppor ight hand comer. To place a variable ina cluster, cick and drag the box with ts name info the cluster pane. To move mulise variables at onc, shit- or cammane-ik onthe variables, and (without releasing the shitlcommand button or the mouse after the final cick) drag, Inthe search boxes, these variables willbe assumed o be children of a common latent cause | Simulation Box ‘The simulation box takes a graph paramotrc model, or instantiated model and uses it to simulate a data set, Possible Parent Boxes of the Simulation Box + graph box + A parametric model box «+ Arestimator box + A data box + Another simulation box + A search box + An updater box + A regression box Possible Child Boxes of the Simulation Box itpssemu-phi github joetradimanuall 4n92ri712021 “etrad Single HTML Manual + Agraph box + Acompare box + A parametric mode box + An instantiated made nox + Anvestimator box + Asta box + Ancthar simulation box + Aseerch box + classy box + Arogression box + A knowledge box Using the Simulator Box ‘When you fst open the simulation box, you wil see some variation on this window SS A feetfsrep shel become ~ B Yet een gh sald wad ach ~ B The “Tue Graph’ tad contains the graph from which data is simulates The Simulation Box with no Input Because thas no input box to create constrains, a parenles simuaton box oflers the greatest ree for seting the graph ype, model ype, an parameters of your simulated data In patcula, iis the only way that the simuaton box wl alow you to create a random graph or graphs within te box (you are simulating multiple datasets, and want o use adferent random graph for each one, you can select “Yos" under “Yes ia ferent graph should be used for each un.) You can choose the typeof graph you want Teast create from the “Type of Graph” drop-down Ist, Random Forward DAG This option creat a DAG by randomly ading forward edges (edges that donot pont oa variable’ ancestors) one ata time. You can spacty graph parameters such as umber of variables, maximum and minimum degrees, and connetedness. Scale Free DAG ‘This option crestes a DAG whose varabe's degrees bey @ power law. Yau can specty graph parameters such as numberof variable, alpha, bt and deta vals, Cyclic, constructed from small loops ‘This option crests a cycle graph, You can spect graph parameters such as numberof variables, maximum and average degrees, an the probably ofthe graph containing atleast one cyclo, Random One Factor MIM itpssemu-phi github joetradimanuallri712021 ‘etrad Single HTML Manual ‘This option creates a one‘actor multiple indator model, You can spec graph parameters such per ltent, ang numberof impure edges, umber f latent nodes, numberof measurements Random Two Factor MIM Tis option creates two-factor mull indiator made, You can spect graph parameters such as numberof latent nodes, numberof measurements per fatet, and number of impure edges, In adton tothe graph type, you can also speciy te ype of model you would ke Tetrad to simulate Bayes not ‘Semlates@ Bayes instantiated model. You can specty model parameters including maximum and minimum number of categories for each varble Structural Equation Model ‘Simulates SEM instantiated model. You can specty model parameters Including cools, variance, and covariance ranges. Linear Fisher Model ‘Simulates data using alnear Markov 1 DBN without concurent edges. The Fisher model suggests hat shocks shoul be applied at intervals andthe time series be allowed! o move to convergence betwoen shocks, This simulton has many parameters that can be adjusted, as inseated in the Interface. The ones that require some explanation areas follows. + Low and ofcoafelnt range, high end of eofficent range, law end of variance range high and of varlance ange. Each variables a near function ofthe parents ofthe variable (inthe previous time ag) pls Gaussian no'se. The coeffciens are drawn randomly from Ua, b) whereas the low end ofthe coefficient range and b isthe high end ofthe coeficent range. Here, a ¥-92, the output wil be XYZ. ‘There are not colder in tis model, so the algo wil not detect one, Since there are not coders, the Meek cannot orient adetonal edges. the ‘model woro X=-¥<2, th ouipu would also be X—Y.—2; his models int same aquivalonce class as X->¥.>2, Tho model XYZ would be is own ‘uivalonce cass, since th cole in this mode can be otientod, See Spits oa. (2000) or more deta Parameters la, sent The CPC Algorithm Description ‘The CPC (Conservative PC) algorithm (Ramsey the precision of coder crenatons athe expense of recall, Ides this as follows, Say you want to erent XYZ asa caldera ]@noncolider, the °C algorithm looks at variables ajacont to Xr variables adjacent to Zto id a subset such that X's independent of Z condiional on. Tse CPC algorithm considers all possible such sets and recor the set on which Xs conditonally independent of. If al of hese sels contain it orients XY =Zas a noncalder. none of thom contains Z, orient XYZ asa colder. ome contain Z but one don it mark it as ambiguous, with an usderine. Thus, the output is ambiguous between patlsns; inorder to gata specie palirn out ofthe outpu, ons needs frst lo decide whethor the Lnderined tips are coldrs or noncotiers an then to apply the otfenaton rules in Meck (1997) 21, 72) madifies th colar crontaton step of PC to make itmore conservaive—that isto incroase ‘The PC slorthm is correct whenever decision procedures fr indopendence and conditional independence are avaliable. The procedure conducts & sequence of infependence and conditional independence teste, and efcientybulds a pater from the resus of those teste. As plemented in TETRAD, PC is intended for multinomial and approximately Normal cstibuios with Lid. data. Te tests nave an alpha value for ceectng the nl hypothesis, which is always hypothesis of independence or conational independence. Fr continous variables, PC uses tests of zero corlation oF 2e10 patil correlation for ndepandence or condilonal independence respectively, For discrete o categorical varabls, PC uses either a chi square or 18 g square test of independence or conetonal independence (ee Causation, Prediction, and Search for details on tests). nether case, the tests require an alpha value for electing the rl hypothesis, which can be adjusted bythe user. The procedures make no adjustment for mul testing, (or PC, CPC, JPC, JCPC, FCI al esting searches.) Input Assumptions Same as for. Output Format ‘An patter (extended pater), consistant of directed and undirected edgos where some ofthe re may have been marked with undertines to Incicate ambiguly, as above. I may be at bidrected edges are oriented as X=Y<-2X«.W i two adjacent colliders are oriented; this snot fled out Parameters oha, dept The PCStable Algorithm Description ‘See Dron and Masthuis (2017). The idea is to mocity the adjacancy search of PC sa that ifthe order of he variables fs randomized, the adjacency ‘output isnot affected, Tiss dane as folows. The order of operations forthe stop where uncaniionalindependencies ar calculated isnot affected thase may be done in any order. However, for he step which one conditions an ane variable, the ouput of tha tepcoule be afacec by the order in hich the operations are done, So instead of removing edges in is stp, one simply records which edges one would remove, and hen atthe end of the stop romoves them all. Similar for subsequence stops. In his way, the adjacencis of variables inthe output ofthe adjacency step aro fxad no rmatior the order which the operations are vsted, On them does colder orientation and applies th orientation rules in Meek (1997); thre may be ‘orentatoneferences from one run tothe next sl if the order of the variables inthe dataet is moi Input Assumptions itpssemu-phi github joetradimanuall 52102ri712021 ‘etrad Single HTML Manual Same a8 or PC Output Format Same as or PC Parameters aloha. dats The CPCStable Algorithm Description (CPC, wth the PC-Slabe adjacency stop substuted for he PC adjacency search Input Assumptions Same as or PC Output Format ‘Same as for CPC (an e-pate), Parameters loa, doin The PcMax Algorithm Description Sinan spin. CPC but orients a unshiolded tls using maximum telhood condoning se. The ideas as folows. The adaconcy serch the same as for PC, but colers are rented iferey Let X—Y-—Z be an unshielsed tiple (K not adjacent fo Z) and find al beets S from among the acjacens of Xo he adjaconts of Z sven that X isindependent of Z conditional on S. However, instead of using the CPC rue a ore he tiple, instead Just Ist the p-values foreach of thse concional independence judgments and pick the set S that yes the highest such pvalve. Thon orient XYZ WS does not contain ¥ and XYZ otherwise. This iets al unshielded tiles I's possible (hough rare) hat adjacent tiles both be oriented as 2- cycles, XY<.9Z<:N. If thishappens, pick one ofthe other of those ples or orient as acoder, abivany. This guarantees tat the resulting graph will be a patie, Input Assumptions Same aefor PC Output Format Same 28 °C, a pater. Parameters sioha, dein useMaPovertatonetisc, naxPOrentatonNaxPatnenath The FGES Algorithm Description FFGES i an optimizod and paralelizeé version of an alorh developed by Mook Meck, 1987 called the Greedy Equivalence Search (GES). The algorithm was turer developed and studied by Chickering [Chickering 2002]. GES isa Bayesian algortm that heurscally searches the space of (CBN and returns the modol wits highest Bayesian score il finds. n particular, GES stats its soarch with to empty graph It thon performs a forward sopping Search in which edges are addas botween nodes inorder increase tho Bayosian score. This process continues unl ne single ede ation increases the score, Final, it performs a backward stopping Search that removes edges unt no single edge removal can incroae the score. More Informaton is available hars and haro, The oferonce is Ramsey ela, 2017 ‘The algorthms requis decomposable soore—that fe, a score tat forthe entre DAG modells @ sum alogged scores of each variables given te Peron inthe model. The algorithms can tke all contruous data (using the SEM BIC scor),allascrete data (using the BDeu score) or amieute of ‘ottinuous and elscrete data (using the Conltonal Gaussian score); these are all decomposable scores. Input Assumptions Data tat’ al continuoes, all discrete, ora mature of continuous and eseete variables, Continuous variables wil be assumed tobe Inoaly associated; «scree variable wil be assumed tobe associated by multinomial conatonal probably tables. Continuous varable forthe mixed case wil be assumed to be oily Gaussian Output Format itpssemu-phi github joetradimanuall 53192ri712021 ‘etrad Single HTML Manual ‘Apatem, same as PC. Parameters samplaPrior, stuclwePvor, penallyDiscoun, synmeticFitStep lalhiunessAssumed, maxDeqven, paralelém, verbose monkVerbose The IMaGES Discrete Algorithm (BDeu Score) Description ‘Adjusts the dserete BDU variable score of FGES so allow for muliple datasets as input. The BDeu scores fr each dataset are averaged at each sop of he algorttym, producing a model forall datasets that assumes they have he same graphlealstrutute across dataset. Nate tha in order to use this algorithm in @nontval way, one needs to have loaded or simulated multiple dataset. Input Assumptions | sot of ciscrote datasets with the same variables and sample sos Output Format ‘Apator intrpoted as a common mode for al dat Parameters ‘lof the parameters rom FGES are availabe for MaGES. Adstionally umBuns, randomSelaconSiza The IMaGES Continuous Algorithm (SEM BIC Score) Description ‘just tho continuous variable score (SEM BIC) of GES so allow fr multiple datasets as input. The linear, Gaussian BIC scores fr each dala sot are averaged at each sop ofthe algorithm, producing @ model forall datasets that assumes they have the same graphical structure across cataet Input Assumptions [st of continuous dataset wth the some variables ang Output Format ‘pater, ntrpreted a a common mode forall datasets. Parameters ‘lof the parameter rom FGES are available for MaGES. Adetionally umRune,randomSelectonSize The FCI Algorithm Description ‘The FC algorithm isa consrain-based algortunthat lakes as input sample data and optional background knowledge and inthe large sample lint ‘outputs an equivalence class of CBNS that nelucng those with hidden confounders) that ental th so of eanditonal independence raations judged to hold nthe population. Iti tinted lo several thousand variables, and on alse sample sizog itis inaccurate in both adjaconcies and orentations. FCI has two phases: an adjacency phage and an orientation phage, The adjacency phase ofthe algorti saris wih a complee undirected graph and then performs sequence of condonalngependonce tests that lead to the removal af an edge between any two adjacent variables that are judged to be independent, condtional on some subset ofthe observes varables; any condoning se hat leads tothe removal of an adjacency i stored, Aer the agjacency phase, the resulting undirected graph has the cone et of adjacencies, but al ofthe edges are unoviented, FCI then enters an orientation phase that uses the sored conatoning sels tal led fo the removal of aclacenoes to orent as many of he edges as possible, See [Spites, 1883} Input Assumptions ‘The data are continuous, cree, oF mixed. Output Format Apartal anc graph (600 Spies etal, 2000), Parameters ‘ofthe parameters rom FCI are below. steal, naxPalnLengih, complteRueSalised itpssemu-phi github joetradimanuall 54192ri712021 ‘etrad Single HTML Manual The RFCI Algorithm Description /A modifeation of the FC algorithm in which some expensive stops are Fnessed andthe outpulis somewhat difereitintorproted. In most cases Bis ‘uns faster han FCI (whieh can be slow in some steps) andi almost as informative. See Colombo ela, 2012, Input Assumptions Data for which @ conditional indepandence testis avaiable, Output Format ‘parte! ancestral graph (PAG). See Spices etl, 2000. Parameters ‘ofthe parameters om Flare avaabe for RFI. Aitnaly eth, maxPate ules sod th, como The RFCI-BSC Algorithm Description RFCLESC is a combination ofthe RFCI[Colombo, 2012] algarthm and the Bayesian Scaring of Cantaints (BSC) mand [Jabbar 2017 that ean generate and probablisically core muliple models, cutputing the most probable one. Ths search algrthm sa hybrid method that derives a Bayesian probability that he set of independence tests assacated wih a given causal model are jel corect Using this constait-based scoring method, we are able to score multiple causal models, which possibly contain latent variables, and outpul the mast probable one. See [labbari, 2017) Input Assumptions, The data are cscete ony Output Format ‘Apart ancestral graph (PAG). See Spits et al, 2000, Parameters ‘lof the parameters tom RFCI ae avalabe for RFCHESC. Additonal: numBandomedScarehModels, weshalaNoRandomDataSearch,cuo"DalaSearen, eshaldNoRandomConstainSearch,cutoConsranSeareh umBscBootsyanSomples, lveround, weperBound,outputRED The GFCI Algorithm Description GFCI is combination ofthe FGES [CCO-FGES, 2016) algarthm and the FI algorthm Spits, 1993) that improves upon the accuracy and efcency of FOL In ovr lo understand the basic methodology of GEC, tis necessary fo understand some basic facts about the FGES and FCL algorithms. The FFGES algorithm i use to improve the accuracy of both the adjacency phase and te orientation phase of FCI by provicing a more accurate inal ‘graph that contain a subso of both the nadjaconcis and orientatons of he final output of FC. The na st of nonagjaconcies given by FGES is augmented by FCI perlorming a st of conditional indopendencstets that lead to the removal of somo furor adjacences whenever a conitoing set is found that makes wo adacent variables independent. Aer the adjconcy phase of FCI, some of the orientations of FGES ave then used fo provide an nial orentaton of the undirected graph thats then augmented by the rfentaon phase of FCI to provide ational orientations. verbose ‘deserotion of GFCI canbe found here (ascrete vaiabe) and here continuous variables) Input Assumptions Same a6 or FC Output Format Same a6 or FC Parameters Uso all ofthe parameters of FCI (see Spits ol, 1998) and FGES (see CCD-FGES eta, 2016), The TsFCI Algorithm Description The tC algortym is aversion of FC or me sores data, Seo the FI documentation for@ description of the FC ago, whieh allows for unmeasured (hidden, latent variables inthe data-generating process and produces a PAG (partal ancestral graph) SEC! takes. 2s input aime tag itpssemu-phi github joetradimanuall 55102ri712021 ‘etrad Single HTML Manual ata oe" he, a cata st which Includes time series observations of variables XA, X2,X9,.. andthe lags X11, X24, X84 X12, X2KB2,. 50 on.X1mnis the nv-iag ofthe variable X1. To erate a ime lag dataset fom a standard tabular data sete, a matric of observations of Xt, X2,X3, ), use the "eeate ime ag data function inthe data manipulation toolbox. The user willbe prompted to spacty the number of lags (7), and new dat set willbe created withthe above naming convention. The new sample 522 wil be the old sample size minus n Input Assumptions The (continous) data has been generated bya time sees. Output Format APAG ove 1 inp variable with slated ruber of lags. Parameters oh The TsGFCI Algorithm Description + tobias the search in favor of {SGFCI uses 2 BIC score to search for skeleton, Thus, the only user-specifed parameters an optional penalty sco more sparse models. See the descrnton ofthe GES algorthm for discussion ofthe panaly scare, For the traditional definition ofthe BIC score, st the analy fo 10. Tha orantaton rules are the same as for FCI. As the case with tsFC tsGFCI wil automaticaly respect he bm order ofthe varablas ard impose a repsting structure. Firs puts lagged variables in aporopriate Hers so, e.g, X3:2 can cause X3:1 and X3 but X31 cannot cause X32 ‘and X3 cannot cause ether X21 or X32, Algo, wil assume that the causal svctrosthe same actoss tie, so hat the edge between X! and X2 is removes because this increases the BIC score, than alsa the edge between X1:1 and X2:1 i removed, and so on for adlionalags toy axst. \When some edge is removed as he regu ofa score increae, al similar (or homologous") edges are also removed, Input Assumptions, ‘The (crtinuous) data has been generated by atime sees. Output Format ‘NAG ove the input variables wth sated numberof as. Parameters Uses al ofthe parameters of FCI (00 Spires ot al, 1999) and FES ( The TsIMaGES Algorithm Description COD-FGES eta, 2016), {sIMAGES is a version of sGFCI which averages BIC scores across mutipla data sls. Thus, ts used to search for PAG (patil ancestral graph) from tne seros data from mull units (Gubjcts, countries, ot) IMAGES allows both for unmeasurod (nie, latont) variables and tho possibly ‘hat ifeont subjects have iferont causal parameters, though they share the same qualatve causal structure. As wits MAGES, tho user can spociy a “penaly score lo produce more sparse models. For he ational defintion ofthe BIC score, set he penally fo #.0, See tne documenlaon for IMAGES and 8G Input Assumptions ‘The (continuous) data has been generated by 2 time se Output Format [AAG over the input variates with stated numberof lags. Parameters sos the paramotors of MaGES, The FGES-MB Algorithm Description This sa restriction of the FGES algorithm to union of edges over the combined Markov blarkels of a st of targets, including the targets. nthe Interface, just one target may be snecfid. See Ramsey eta, 2017 for deals. n the general case, frig the graph over the Markov blanket varables of target (incluing te target) is far faster than finding the pattem forall of he variable. Input Assumptions ‘The same a3 FOES: itpssemu-phi github joetradimanuall 56102ri712021 ‘etrad Single HTML Manual Output Format |Agraph over a selectes group of nodes tha includes the target and each node inthe Markov Banket ofthe target. This willbe tha same asf FGES wore run an the result restcted oust these variables, so some edges may be oratad inthe rturned graph tat may not have been inte in @ patton over the selocied nodes. Parameters Uses the parameters of FGES (see CCD-FGES eta, 2016) targatName The MBFS Algorithm Description Markov blanket fan scarch. Similar to FGES-MB (see CCD-FGES, 2016) but using PC asthe basic search instead of FGES. The rls of he PC soarch are restricted to just the variables in the Markov blanket of a trget 7, including T: the esullis a graph hal a patiom over thse variables. Input Assumptions Same as for PC Output Format ‘pattem over a selected group of nodes that inckes the target ans each node inthe Markov blanket ofthe target. Parameters Uso the paramators of PC. tarostName The FAS Algorithm Description ‘This ie ust he adjacency searen ofthe PC algo, includes here fr imes when just the acjacency search l needed, a when one is subsequent |ust going to orient variables pairwise. Input Assumptions Same as for PC Output Format ‘An undirected graph over the variables of to inpul dalasl In particular, parents of variables are not mario by FAS, o he resuling graph is rota Markov random field, For example, #X->Y- 0), and cartX,¥ ) and cotX Y [¥> 0), are both signifcanty not zo. Iso, the edges X + Y and X = Y are added fo the ouput graph Gt no, the LefURight orentatonis ul is applied: Orient X + Y in Gt, (E(XY [X> OV E(K 2K > O)ELY 2 <> 0) ~ EOCY Y > OV EOK2 [Y> O}ECY 21Y > 0)> 0; otherwise arent X-—Y . Gt wll be a ful rientsd graph. For some models, whore the tue cosfcionts of @2- 0) and com, ¥[¥> 0) iffer by more than a set amount of 03. Iso, te adjacency added tothe graph and orentod using the aforementioned rus. le 28 ollons Frat, FAS-sable is run onthe dat tum, one tate to 288 wnat ‘Wie include alse orientation rule RSkew, Skew, and Tanh tom Hyvenen, A, & Seth, 8 M, (2019) Palrwse lkethood rates for estimation of nn. Gaussian structural equation models, Journal of Machine Learing Research, 14(Jan), 111-182, son some configurations FASK can be made to Implement an algorithm that has been called in he Iterative “Pairwise LINGAM"-thi i intentional we do tis fr ease of comparison, You'l get hs configuration you choose one of these pase onentaton rules, together with the FAS with orientation alpha and two-cycle threshold set to zero and skewness thveshold seo 4, for nstance. ‘Seo Sanchez-Romero R, Ramsey JD, Zhang K. Glymour MR, Huang B, GiymourC. Causal scovery of fo resonance imaging. Network Nourosciance 2018. ack networks wih functional magnetic Input Assumptions Continuous, near data in which al ofthe variables are skewed, Output Format uly deci, potentially eyte, causal graph The MultiFASK Algorithm Description Muli-FASK isa motascript that loam a model fom a isto dataset in a method similar lo IMAGES (S00), Fo adjaconcis, i usos FAS-Stablo with tho votng-based score trom IMAGES used a8 atest (sng alo the datases, standardized), producing a single undvected graph G.I then alonts each 86ge X- nG for each dataset using the FASK (see) lefeight rule ang erent x->¥ If that rule aients X-Y as such nat east hal ofthe datasets. The final graphs returmed For ASK, See Sanches-Remero R, Ramsey JD, Zhang <, Glymour MR, Huang 8, Giymour C, Causal discovery offeduack networks wih functonal ‘magnetic resonance imaging. Network Neuroscience 2018, Input Assumptions Same a8 FASK. Output Format Same as FASK, Orientation Algorithms (R3, RSkew, Skew) Description ‘This ie an algoritim tha orients an edge XY for continuous variables bated on non-Gaussian information, This len particular uses an entopy calculation to make the erenaton, Note that the variates X and Y are bath Gaussian, and the models nea, itis not posible to orient the exge X= itpssemu-phi github joetradimanuall 50102ri712021 ‘etrad Single HTML Manual "Ypaiwies: any attempt to do s0 would result in random anentation, Sut fX and ate non-Gaussian the olntation is aly e98y. This rl le sila to ywarinen and Smvh's (2013) 8 rule, but wing Anderson Oarlng forte meaaure of non-Gaussian, to someunat bate affect. See Ramsey etal (2012), ‘This san algoritm tha rents an edge XY for continuous variables bated on non-Gaussian information This rule n particular uses a skewness to ‘make the orientation, Note that th variables X and Y ate both Gaussian, and the model shea, ts ot possible to arent the edge X=Y pairwise any attempt todo So would result in random orerlaton. ButifX and Y are non-Gaussian, in patcular inthis case, X ane ¥ are skewed, the oventation is relatively sraightorward, See Kyvarinen and Smith (2013) fr details. ‘The Stew rules deerenty motivated from the RSkew rule (se), though they both appeal othe skewness ofthe variables. This is an algortim that orients an ed X-Y for continuous variables basod on non-Gaussian information. This rule n particular uses a skewness to ‘make the ovenaton, Note that the variables X and Y are bots Gaussian, and the model is Hea, tis ot possible to orient the edge X-Y pairwise ‘any attempt to do go would result in anéom orlenlation, ButifX and Y are non-Gaussian in pacar inthis ease, HX and ¥ are skewed, the oventation is relatively sraightorward. Soe Kyvarinon and Smith (2019) fr details. “The RSkew rubs dfereny motivated rom the Skew rule (se), though they both appeal othe skewness ofthe variables. Input Assumptions Continuous data n which the variables are non-Gaussian. Nor-Gausslany canbe assessed using the Andersor-Darlng sco the Data box which is avalible Output Format Cries al othe ages in the input graph using the selected score, Parameters slot, dent ¥ Statistical Tests ‘of the below test do tetwise deletion a8 a dotaut way of dealing with missing values, For testwse deletion, i es, ea, 10, 12), 8 done, columns for X,, and Z are seanned for missing values. I any fow occurs in which X,Y, Fg missing, that rw Is deleted fom the data fr those tee ‘arabes. So Ifa diferenttest, KR, W |, T's done, diferent rows may’be scken fom the data. That, the deletion fs done estwse. Fora ustul ‘4scussion of the testwse deletion condition, see fr stance Tu, R, Zhang, C., Ackermann, P, Mahan, K.,KIelstOm,H. & Zhang, K. (2019, Ap ‘causal aiscovery i the presence of mssing data, n The 22nd Intemational Conference on AtfilIntligence and States (pp. 1762-1770). PMLR. Fora ofthese tests, Ino data are missing, the benavor willbe asi testwse deletion were not being done. BDeu Test This sa test based on the BDeU score given in Heckorman, D., Geiger, D., & Chickering, D.M. (1898). Leaming Bayesian networks: The combination of knowledge and statistical dala, Machine leaning, 20(3), 197-263, usod asa los. This gives a score for any two variables consioned on any ist of ‘thers which Is more postive for dstbutions whit are more stongly dependent. The test forX_|L_Y | compares wo siferent modes, X contional ‘0 ¥, and X condonal on ¥ ans Z: the scores for he wo modes are sublracted, n tat order. he diference ie negaive, independence i infeted. Parameters snulualentSamlalSize, siucturePror Fisher Z Test Fisher judges independence if the conditional colation s cana statstcally be dstingulshed rom zero. Primal for he Inear, Gaussian case. Parameters aloha SEM BIC Test ‘This uses the SEM BIC Score to create a test forte linear, Gausslan case, where we include an addtional penalty term, which s commonly used, We callthis the penatyoiscoun. So eu formulas has BIC = 2L- ck og Nwhre Li the iksthood, ct penalty discount (usually greater than or equal to 1), and N the sample size. Since tho assumption is thatthe data aro dstibuted as Gaussian, this reducos to BIC = log sigma - ck INN, whoro sigma Is th standard deviaon of the Enea’ residual obtained by ogressng a child variable onto al ofits parants inthe medi Parameters ® ryDiscount itpsscmu-phi github itetradimanuall 60192ri712021 ‘etrad Single HTML Manual Probabilistic Test ‘The Probabilsti Tet applss a Bayesian method to derive the posterior probably of an independence constant R= (KLYIZ) gven a dataset O. This isintendad for use wi dataset with eiscrte variables. k can bs used wih constain-based algorithms (eg, PC and FCI), Sines this test provides a probatilty for each indepsndance constrain can be used stochastically by sampling based onthe probabilies ofthe queried independence constants io obtain soveral output graphs. Itcan also be used dotoministcaly by using a xed decision thrshold onthe probable of tho quviod Independence constraints o generate a single output raph Parameters noRandomOsterminedlndependence utofindTest rorEquvalent Samo: Conditional Correlation Independence (CCI) Test (CCI "Conditional Coretatin Independence’) isa faity general independence tes—not completely general, bu goneral for aditve noise modals—that Is; mado in which each varabl is aqual to a (possby nontnear function of is parents, plus some adaive noo, where the noise may bo arbaly ‘4stibuted, Thais, X = (parent) + E, whore fs any function and Es noise howevsr dstibtod the only foquiroments atthe be the“ tho Forte separating the function ftom the noise. The nose ca’ fr inslance, be mulipleatve, eg, X= (parentX)) x. The goa ofthe method io ‘estimate whether Xs indopendent of ¥ glen valabes Z, for some X,Y, and Z. work by calculating the residual of X gven Z and the real of Y {¥en Z and ooking to see whether hose wo residuals are Independent. Ths test may be used wih any constrain-based algorttm (PC, FC, et.) Parameters slo, cumBasisFuncons, kom, MoralNulinior bass Tyoo,keme!RegressonSamolaSize Chi Square Test This isthe usual Gn-Square tet fr discrete vanables: consult an introductory statics book fr detalls forthe unconctional case, where youre just trying, 29, t2 determine X ane ¥ are independent. For tne condonal cate the tat proceeds as in Fenberg, S.E. (2007). The analysis of crose- classied categorical data, Springer Science & Business Medi, by identiyng and removing fam consideration zero rows of clumns inthe cardtonal tables and judging dependence based on the remaining rows and columns. Parameters D-Separation Test ‘This isthe usual es of ¢-soparation, a property of graphs, not distrbutions I's not ella tes, bu ican be used in place of tet of he tao raph is known. Tiss a way o find out, for constraint based algorithms, or even fr some score-basod algorithms ike FGES, what answer the algorithm would ve fall ofthe statstical decssons made are corte, Jus raw an edge fom the tue graph to Be algorthm-the d-separaton option wll appear, anc you can than just run the search a usual Discrete BIC Test This is BIC score forthe scrote caso, usod asa last, The Ikslnood is judged bythe multinomial tables rectly, and this is paralized as is usual for a BIC score, The only surprising hing perhaps is that we use the formula BIC = 2L- kInN, wher Lis the Ikelnood, kth numberof parameters, and N the sample size, instead ofthe usual +k 2h N, So higher BIC scores wl correspond to greater cependence. Inthe cate of independence, the BIC score wil be negative, sine the likelihood wal be zero, and this wil be penalized. Ths test yo ap-aluo; we simply use alpha - pas the score, whore ala isthe cut for rejecting he nul hypotnesis of independence, This e a number that's postive for dependent cases and negative fr independent Parameters penaltyDiscoun, stucturePrioe G Square Test This is completely para tothe Ch-Square stats, using a sight diferent method for estimating the statist. The altematve static i stil

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