TPCselect

A threshold partial correlation approach to selecting important variables in linear models of L. and others (2017) at doi:10.5705/ss.202015.0473, and in partial linear models of L. and others (2018) at doi:10.1016/j.jmva.2018.06.005. This package also extends the PC-simple algorithm of B. and others (2010) at doi:10.1093/biomet/asq008 to partial linear models.

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