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MFKnockoffs: Model-Free Knockoff Filter for Controlled Variable Selection
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, <arXiv:1610.02351>.
Getting started
Browse package contents
Package details |
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| Author | Rina 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) |
| Maintainer | Matteo Sesia <msesia@stanford.edu> |
| License | GPL-3 |
| 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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