MFKnockoffs: Model-Free Knockoff Filter for Controlled Variable Selection
Version 0.9.1

Model-free 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: Model-free Knockoffs for High-dimensional Controlled Variable Selection", 2016, .

Package details

AuthorRina Foygel Barber [ctb] (Development of the original fixed-design Knockoffs), Emmanuel Candes [ctb] (Development of Model-Free Knockoffs and original fixed-design Knockoffs), Lucas Janson [ctb] (Development of Model-Free Knockoffs), Evan Patterson [aut] (Original R package for the original fixed-design Knockoffs), Matteo Sesia [aut, cre] (R package for Model-Free Knockoffs)
Date of publication2017-09-29 08:47:26 UTC
MaintainerMatteo Sesia <[email protected]>
LicenseGPL-3
Version0.9.1
URL https://statweb.stanford.edu/~candes/MF_Knockoffs/index.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MFKnockoffs")

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MFKnockoffs documentation built on Sept. 29, 2017, 9:03 a.m.