rCausalMGM - Scalable Causal Discovery and Model Selection on Mixed Datasets
with 'rCausalMGM'
Scalable methods for learning causal graphical models from
mixed data, including continuous, discrete, and censored
variables. The package implements CausalMGM, which combines a
convex, score-based approach for learning an initial moralized
graph with a producer-consumer scheme that enables efficient
parallel conditional independence testing in constraint-based
causal discovery algorithms. The implementation supports
high-dimensional datasets and provides individual access to
core components of the workflow, including MGM and the
PC-Stable and FCI-Stable causal discovery algorithms. To
support practical applications, the package includes multiple
model selection strategies, including information criteria
based on likelihood and model complexity, cross-validation for
out-of-sample likelihood estimation, and stability-based
approaches that assess graph robustness across subsamples.