r-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.