Files on Wiener projection for graph reconstruction
Code can be used. Please cite Veedu, M.S., Melbourne, J. and Salapaka, M.V., 2023. Causal Structure Recovery of Linear Dynamical Systems: An FFT based Approach. arXiv preprint arXiv:2309.02571.
The folder Do calculus contains code to perform Do calculus on networks with dynamical (i.e., time) dependencies.
PC_Wiener applies PC algorithm for Markov equivalence graph reconstruction. The novelty is that Wiener separation is applied to test conditional independence. THe conventional Pearson coefficient based tests fail in time-series data with dynamical dependencies.
Phase response folder implements Wiener-phase algorithm from the paper, which is computationally efficient.