causal-hub 0.0.5

A library for causal models, inference and discovery.
Documentation
use dry::macro_for;
use itertools::Itertools;
use ndarray::prelude::*;
use rayon::prelude::*;

use crate::{
    datasets::{CatTrj, CatTrjs, CatWtdTrj, CatWtdTrjs, Dataset},
    estimators::{CSSEstimator, ParCSSEstimator, SSE},
    models::CatCIMS,
    types::{Error, Result, Set},
    utils::MI,
};

impl CSSEstimator<CatCIMS> for SSE<'_, CatTrj> {
    fn fit(&self, x: &Set<usize>, z: &Set<usize>) -> Result<CatCIMS> {
        // Check variables and conditioning variables must be disjoint..
        if !x.is_disjoint(z) {
            return Err(Error::InvalidParameter(
                "x,z",
                "Variables and conditioning variables must be disjoint.",
            ));
        }

        // Get the shape.
        let shape = self.dataset.shape();

        // Initialize the multi index.
        let m_idx_x = MI::new(x.iter().map(|&i| shape[i]));
        let m_idx_z = MI::new(z.iter().map(|&i| shape[i]));
        // Get the shape of the conditioned and conditioning variables.
        let s_x = m_idx_x.shape().product();
        let s_z = m_idx_z.shape().product();

        // Initialize the joint counts.
        let mut n_xz: Array3<usize> = Array::zeros((s_z, s_x, s_x));
        // Initialize the time spent in that state.
        let mut t_xz: Array2<f64> = Array::zeros((s_z, s_x));

        // Iterate over the trajectory events.
        self.dataset
            .values()
            .rows()
            .into_iter()
            .zip(self.dataset.times())
            .tuple_windows()
            // Compare the current and next event.
            .for_each(|((e_i, t_i), (e_j, t_j))| {
                // Get the value of X as index.
                let idx_x_i = m_idx_x.ravel(x.iter().map(|&i| e_i[i] as usize));
                let idx_x_j = m_idx_x.ravel(x.iter().map(|&i| e_j[i] as usize));
                // Get the value of Z as index using the strides.
                let idx_z = m_idx_z.ravel(z.iter().map(|&i| e_i[i] as usize));
                // Increment the count when conditioned variable transitions.
                n_xz[[idx_z, idx_x_i, idx_x_j]] += (idx_x_i != idx_x_j) as usize;
                // Increment the time in that state.
                t_xz[[idx_z, idx_x_i]] += t_j - t_i;
            });

        // Cast the counts to floating point.
        let n_xz = n_xz.mapv(|x| x as f64);
        // Compute the sample size.
        let n = n_xz.sum();

        CatCIMS::new(n_xz, t_xz, n)
    }
}

impl CSSEstimator<CatCIMS> for SSE<'_, CatWtdTrj> {
    fn fit(&self, x: &Set<usize>, z: &Set<usize>) -> Result<CatCIMS> {
        // Get the weight of the trajectory.
        let w = self.dataset.weight();
        // Compute the unweighted sufficient statistics.
        let s = SSE::new(self.dataset.trajectory()).fit(x, z)?;
        // Destructure the sufficient statistics.
        let n_xz = s.fitted_conditional_counts();
        let t_xz = s.fitted_conditional_times();
        let n = s.fitted_size();
        // Apply the weight to the sufficient statistics.
        CatCIMS::new(n_xz * w, t_xz * w, n * w)
    }
}

// Implement the CSSEstimator and ParCSSEstimator traits for both CatTrjs and CatWtdTrjs.
macro_for!($type in [CatTrjs, CatWtdTrjs] {

    impl CSSEstimator<CatCIMS> for SSE<'_, $type> {
        fn fit(&self, x: &Set<usize>, z: &Set<usize>) -> Result<CatCIMS> {
            // Get the shape.
            let shape = self.dataset.shape();

            // Get the shape of the conditioned and conditioning variables.
            let s_x = x.iter().map(|&i| shape[i]).product();
            let s_z = z.iter().map(|&i| shape[i]).product();

            // Initialize the sufficient statistics.
            let s = CatCIMS::new(
                // Initialize the joint counts.
                Array3::zeros((s_z, s_x, s_x)),
                // Initialize the time spent in that state.
                Array2::zeros((s_z, s_x)),
                // Initialize the sample size.
                0.,
            )?;

            // Iterate over the trajectories.
            self.dataset
                .into_iter()
                // Sum the sufficient statistics of each trajectory.
                .try_fold(s, |s_a, trj_b| Ok(s_a + SSE::new(trj_b).fit(x, z)?))
        }
    }

    impl ParCSSEstimator<CatCIMS> for SSE<'_, $type> {
        fn par_fit(&self, x: &Set<usize>, z: &Set<usize>) -> Result<CatCIMS> {
            // Get the shape.
            let shape = self.dataset.shape();

            // Get the shape of the conditioned and conditioning variables.
            let s_x = x.iter().map(|&i| shape[i]).product();
            let s_z = z.iter().map(|&i| shape[i]).product();

            // Initialize the sufficient statistics.
            let s = CatCIMS::new(
                // Initialize the joint counts.
                Array3::zeros((s_z, s_x, s_x)),
                // Initialize the time spent in that state.
                Array2::zeros((s_z, s_x)),
                // Initialize the sample size.
                0.,
            )?;

            // Iterate over the trajectories in parallel.
            self.dataset
                .par_iter()
                // Sum the sufficient statistics of each trajectory.
                .try_fold(
                    || s.clone(),
                    |s_a, trj_b| Ok(s_a + SSE::new(trj_b).fit(x, z)?),
                )
                .try_reduce(
                    || s.clone(),
                    |s_a, s_b| Ok(s_a + s_b)
                )
        }
    }
});