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: |
0.3.5 |
| Depends: |
methods, stats |
| Imports: |
Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools, utils |
| Suggests: |
knitr, testthat, rmarkdown, lars, ranger, stabs, RPtests, doParallel, parallel |
| Published: |
2022-02-02 |
| 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 |