pcmci
Reveal causal structure in stationary time-series data, estimating lagged dependencies and testing conditional independence to separate direct causes from spurious correlations.
Instructions
PCMCI causal discovery for stationary time-series. Assumptions: Causal Markov condition and faithfulness (PC/GES/FCI); Causal sufficiency for PC/GES (no latent confounders); FCI relaxes this; Acyclicity; LiNGAM additionally assumes a linear non-Gaussian model. Pre-conditions: Constraint-/score-based discovery needs i.i.d. observational data with enough samples for reliable conditional-independence tests; Invariance-based discovery (ICP) needs data labelled by environment / intervention. Failure modes: Unstable skeleton / many undirected edges -- faithfulness or sample size is the likely culprit -> Increase the sample, relax the CI-test threshold, or switch to FCI if latent confounders are plausible. Alternatives: sp.pc_algorithm, sp.fci, sp.ges, sp.lingam. Typical minimum N: 500.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| detail | No | Payload depth: 'minimal' (~150 tokens) for sub-step calls where only the point estimate is needed; 'standard' (~1K tokens) for diagnostics + coefficient table; 'agent' (~2K tokens, default) adds violations / next_steps / suggested_functions so the LLM can plan its next call without another round-trip. | agent |
| ci_test | No | Custom CI test ``(x, y, Z) -> p_value``. Defaults to :func:`partial_corr_pvalue`. | |
| tau_max | No | Maximum lag to consider for parent candidates. | |
| verbose | No | verbose parameter (bool). | |
| pc_alpha | No | Significance threshold used during the PC1 selection stage. | |
| as_handle | No | If true, cache the fitted result on the server and return result_id + result_uri alongside the JSON payload so a subsequent tools/call can chain without re-running. | |
| data_path | Yes | Absolute path or URL to a data file. Supported: .csv / .tsv / .txt (delimited), .parquet / .pq, .feather / .arrow, .xlsx / .xls, .dta (Stata), .json / .jsonl. Schemes: file://, s3://, gs://, https://. | |
| mci_alpha | No | Significance threshold for the final MCI adjacency. Defaults to ``pc_alpha``. | |
| result_id | No | Optional handle to a previously-fitted result (returned by an earlier call when as_handle=true). Tools that operate on a fitted object accept this in place of re-supplying data_path + columns. | |
| variables | No | Columns to use. Defaults to all columns. | |
| data_columns | No | Optional column projection. Parquet/Feather/Stata loaders honour this for fast partial reads. | |
| data_sample_n | No | Optional uniform random subsample size (seed=0, deterministic) — useful on huge panels. | |
| max_conds_dim | No | Hard cap on the conditioning-set size during PC1. ``None`` means no cap (the algorithm stops automatically when no predictors remain). |
Output Schema
| Name | Required | Description | Default |
|---|---|---|---|
No arguments | |||