The knockoff filter is a general procedure for controlling the false discovery rate (FDR) when performing variable selection. For more information, see the website below and the accompanying paper: Candes et al., "Panning for gold: model-X knockoffs for high-dimensional controlled variable selection", J. R. Statist. Soc. B (2018) 80, 3, pp. 551-577.
| Version: | 0.3.6 |
| Depends: | methods, stats |
| Imports: | Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools, utils |
| Suggests: | knitr, testthat, rmarkdown, lars, ranger, stabs, RPtests, doParallel, parallel |
| Published: | 2022-08-15 |
| Author: | Rina Foygel Barber [ctb] (Development of the original Fixed-X Knockoffs), Emmanuel Candes [ctb] (Development of Model-X Knockoffs and original Fixed-X Knockoffs), Lucas Janson [ctb] (Development of Model-X Knockoffs), Evan Patterson [aut] (Earlier R package for the original Fixed-X Knockoffs), Matteo Sesia [aut, cre] (R package for Model-X Knockoffs) |
| Maintainer: | Matteo Sesia <sesia at marshall.usc.edu> |
| License: | GPL-3 |
| URL: | https://web.stanford.edu/group/candes/knockoffs/index.html |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | knockoff results |
| Reference manual: | knockoff.pdf |
| Vignettes: |
Advanced Usage of the Knockoff Filter for R Controlled variable Selection with Fixed-X Knockoffs Controlled variable Selection with Model-X knockoffs |
| Package source: | knockoff_0.3.6.tar.gz |
| Windows binaries: | r-devel: knockoff_0.3.6.zip, r-release: knockoff_0.3.6.zip, r-oldrel: knockoff_0.3.6.zip |
| macOS binaries: | r-release (arm64): knockoff_0.3.6.tgz, r-oldrel (arm64): knockoff_0.3.6.tgz, r-release (x86_64): knockoff_0.3.6.tgz, r-oldrel (x86_64): knockoff_0.3.6.tgz |
| Old sources: | knockoff archive |
| Reverse imports: | cpi, kko |
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