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Modelfree knockoffs are 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: Modelfree Knockoffs for Highdimensional Controlled Variable Selection", 2016, <arXiv:1610.02351>.
Package details 


Author  Rina Foygel Barber [ctb] (Development of the original fixeddesign Knockoffs), Emmanuel Candes [ctb] (Development of ModelFree Knockoffs and original fixeddesign Knockoffs), Lucas Janson [ctb] (Development of ModelFree Knockoffs), Evan Patterson [aut] (Original R package for the original fixeddesign Knockoffs), Matteo Sesia [aut, cre] (R package for ModelFree Knockoffs) 
Maintainer  Matteo Sesia <msesia@stanford.edu> 
License  GPL3 
Version  0.9.1 
URL  https://statweb.stanford.edu/~candes/MF_Knockoffs/index.html 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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