# Fisher-z test

Perform an independence test using Fisher-z’s test 1. This test is optimal for linear-Gaussian data.

## Usage

    from causal-learn.utils.cit import fisherz
    p = fisherz(data, X, Y, condition_set, correlation_matrix)

## Parameters

data: data matrices.

X, Y and condition_set: data matrices of size number_of_samples * dimensionality.

correlation_matrix: correlation matrix; None means without the parameter of correlation matrix.

## Returns

p: the p-value of the test.

1

  Fisher, R. A. (1921). On the’probable error’of a coefficient of correlation deduced from a small sample. Metron, 1, 1-32.