knockoff: The Knockoff Filter for Controlled Variable Selection (original) (raw)
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 |
| DOI: | 10.32614/CRAN.package.knockoff |
| 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 |
| License: | GPL-3 |
| URL: | https://web.stanford.edu/group/candes/knockoffs/index.html |
| NeedsCompilation: | no |
| Materials: | |
| CRAN checks: | knockoff results |
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