Man pages for SplitKnockoff
Split Knockoffs for Structural Sparsity
| canonicalSVD | singular value decomposition |
| cv_all | calculate the CV optimal beta |
| cv_screen | calculate the CV optimal beta and estimated support set |
| hittingpoint | hitting point calculator on a given path |
| normc | default normalization function for matrix |
| select | split knockoff selector given W statistics |
| sk.create | generate split knockoff copies |
| sk.decompose | make SVD as well as orthogonal complements |
| sk.filter | split Knockoff filter for structural sparsity problem |
| sk.W_fixed | W statistics generator based on a fixed beta(lambda) = hat... |
| sk.W_path | W statistics generator based on the beta(lambda) from a split... |
| threshold | compute the threshold for variable selection |
