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knockoff: The Knockoff Filter for Controlled Variable Selection

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

Documentation:

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

Downloads:

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 dependencies:

Reverse imports: clusterMI, cpi, hdcuremodels, kko, VIMPS

Linking:

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.