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TPCselect: Variable Selection via Threshold Partial Correlation
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.
Getting started
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Package details |
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| Author | Cynthia Shao and Runze Li |
| Maintainer | Cynthia Shao <cynyu.shao@gmail.com> |
| License | GPL-3 |
| Version | 0.8.3 |
| Package repository | View on CRAN |
| Installation |
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