Paul Labonne

should solve issue #9 added ncol=ncol(blocks) otherwise matrices with only one column (single factor) become vectors and the subsequent code produces an error when dim(blocks)[2] is called

Improper bootstrap sampling in VARLiNGAM

3

Hi @ikeuchi-screen, I think the bootstrap method in VARLiNGAM uses the residuals from each iteration to resample rather than resampling from the original residuals: https://github.com/cdt15/lingam/blob/1495ba515024a27d0ea0cabbc2e15d4aee76823a/lingam/var_lingam.py#L155 As a result the draws...

Pruning uses the maximum number of lags not the selected number of lags

1

Hello, Thank you very much for this work. I believe there is an issue with the pruning in the VARLiNGAM code. Two models with the same lags and trained on...