Man pages for MFKnockoffs
Model-Free Knockoff Filter for Controlled Variable Selection
| divide_sdp | Approximate a covariance matrix by a block diagonal matrix... |
| fs | Forward selection |
| lasso_max_lambda | Maximum lambda in lasso model |
| MFKnockoffs | Model-free controlled variable selection |
| MFKnockoffs.create.approximate_gaussian | Sample approximate second-order multivariate Gaussian... |
| MFKnockoffs.create.fixed | Create fixed-design knockoff variables |
| MFKnockoffs.create.gaussian | Sample multivariate Gaussian knockoff variables |
| MFKnockoffs.filter | Model-Free Knockoff Filter |
| MFKnockoffs.knocks.solve_asdp | Optimization for SDP knockoffs |
| MFKnockoffs.knocks.solve_equi | Optimization for equi-correlated knockoffs |
| MFKnockoffs.knocks.solve_sdp | Optimization for SDP knockoffs |
| MFKnockoffs.stat.forward_selection | Forward selection statistics for MFKnockoffs |
| MFKnockoffs.stat.glmnet_lambda_difference | GLM statistics for MFKnockoffs |
| MFKnockoffs.stat.glmnet_lambda_signed_max | GLM statistics for MFKnockoffs |
| MFKnockoffs.stat.lasso_coef_difference | Cross-validated penalized linear regression statistics for... |
| MFKnockoffs.stat.lasso_coef_difference_bin | Cross-validated penalized logistic regression statistics for... |
| MFKnockoffs.stat.lasso_coeff_diff | Cross-validated GLM statistics for MFKnockoffs |
| MFKnockoffs.stat.lasso_lambda_difference | Penalized linear regression statistics for MFKnockoffs |
| MFKnockoffs.stat.lasso_lambda_difference_bin | Penalized logistic regression statistics for MFKnockoffs |
| MFKnockoffs.stat.lasso_lambda_signed_max | Penalized linear regression statistics for MFKnockoffs |
| MFKnockoffs.stat.lasso_lambda_signed_max_bin | Penalized logistic regression statistics for MFKnockoffs |
| MFKnockoffs.stat.random_forest | Random forest statistics for MFKnockoffs |
| MFKnockoffs.stat.sqrt_lasso | SQRT-lasso statistics for Knockoff |
| MFKnockoffs.stat.stability_selection | Stability selection statistics for MFKnockoffs |
| MFKnockoffs.threshold | Threshold for the knockoff filter |
| print.MFKnockoffs.result | Print results for the knockoff filter |
| sqrt_lasso_coeffs | SQRT lasso |
| stability_selection_importance | Stability selection |
| vectorize_matrix | Vectorize a matrix into the SCS format |
| verify_stat_depends | Verify dependencies for chosen statistics |
