knockoff (version 0.3.6)

The Knockoff Filter for Controlled Variable Selection

Description

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.

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Install

install.packages('knockoff')

Monthly Downloads

353

Version

0.3.6

License

GPL-3

Maintainer

Last Published

August 15th, 2022

Functions in knockoff (0.3.6)