Matlab code, which implements the method introduced in the paper D. Entner, P.O. Hoyer, and P. Spirtes; Data-driven covariate selection for nonparametric estimation of causal effects (AISTATS-2013), is provided to (a) reproduce the results of the simulation section of the above paper and (b) apply the method to own data.
Software package: [zip - Matlab-code]
Note: The above paper refers to the website "http://www.cs.helsinki.fi/u/entner/CovariateSelection/" (which no longer exists). The content on this website is identical.