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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 <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: | clusterMI, cpi, hdcuremodels, kko, VIMPS |
Please use the canonical form https://CRAN.R-project.org/package=knockoff to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.