Optimization for equi-correlated fixed-X and Gaussian knockoffs
Create equicorrelated fixed-X knockoffs.
Relaxed optimization for fixed-X and Gaussian knockoffs
Second-order Gaussian knockoffs
Fixed-X knockoffs
Model-X Gaussian knockoffs
Compute the SVD of X and construct an orthogonal matrix U_perp such that U_perp * U = 0.
Approximate a covariance matrix by a block diagonal matrix with blocks
of approximately equal size using Ward's method for hierarchical clustering
Create SDP fixed-X knockoffs.
Optimization for fixed-X and Gaussian knockoffs
Forward selection
Merge consecutive clusters of correlated variables while ensuring
that no cluster has size larger than max.size
Print results for the knockoff filter
Maximum lambda in lasso model
stability_selection_importance
Stability selection
Threshold for the knockoff filter
The Knockoff Filter
Importance statistics based on the square-root lasso
Importance statistics based on random forests
Importance statistics based the lasso with cross-validation
Importance statistics based on regularized logistic regression with cross-validation
stat.lasso_lambdadiff_bin
Importance statistics based on regularized logistic regression
Importance statistics based on the lasso
knockoff: A package for controlled variable selection
Importance statistics based on a GLM with cross-validation
Importance statistics based on forward selection
Verify dependencies for chosen statistics
stat.lasso_lambdasmax_bin
Penalized logistic regression statistics for knockoff
Penalized linear regression statistics for knockoff
GLM statistics for knockoff
Importance statistics based on a GLM
Vectorize a matrix into the SCS format
Importance statistics based on stability selection