TPCselect

CRANTPCselectMaRDI QIDQ96605FDOQ96605

Variable Selection via Threshold Partial Correlation

Cynthia Shao

Last update: 29 June 2023

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.8.1, 0.8.3

Description

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.

Cites work

• Variable selection in high-dimensional linear models: partially faithful distributions and the PC-simple algorithm
• Variable Selection via Partial Correlation
• Variable selection for partially linear models via partial correlation

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