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.

Version: 0.8.3
Imports: stats, corpcor, psych, MASS, KernSmooth
Suggests: testthat (≥ 3.0.0)
Published: 2023-06-29
Author: Cynthia Shao and Runze Li
Maintainer: Cynthia Shao <cynyu.shao at gmail.com>
License: GPL-3
NeedsCompilation: no
CRAN checks: TPCselect results

Documentation:

Reference manual: TPCselect.pdf

Downloads:

Package source: TPCselect_0.8.3.tar.gz
Windows binaries: r-devel: TPCselect_0.8.3.zip, r-release: TPCselect_0.8.3.zip, r-oldrel: TPCselect_0.8.3.zip
macOS binaries: r-release (arm64): TPCselect_0.8.3.tgz, r-oldrel (arm64): TPCselect_0.8.3.tgz, r-release (x86_64): TPCselect_0.8.3.tgz
Old sources: TPCselect archive

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