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 |

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