This is a MATLAB implementation of the PC with p-values (PC-p) algorithm. The algorithm returns p-values for each edge in the output of PC. The algorithm then estimates and/or controls the false discovery rate (FDR) of PC's output, so you don't have to worry about multiple comparisons.
The associated manuscript is currently under submission (arXiv: http://arxiv.org/abs/1607.03975).
Download all of the files and add all subfolders to your MATLAB path.
See pcp_demo.m for a demo of the main functions.
Run run_algorithms.m to collect algorithm outputs.
Then run get_results.m to collect mean FDR, control bias and estimation bias results.