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>.

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)
MaintainerMatteo Sesia <>
Package repositoryView on CRAN
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MFKnockoffs documentation built on May 2, 2019, 6:33 a.m.