kko: Kernel Knockoffs Selection for Nonparametric Additive Models

A variable selection procedure, dubbed KKO, for nonparametric additive model with finite-sample false discovery rate control guarantee. The method integrates three key components: knockoffs, subsampling for stability, and random feature mapping for nonparametric function approximation. For more information, see the accompanying paper: Dai, X., Lyu, X., & Li, L. (2021). “Kernel Knockoffs Selection for Nonparametric Additive Models”. arXiv preprint <arXiv:2105.11659>.

Package details

AuthorXiaowu Dai [aut], Xiang Lyu [aut, cre], Lexin Li [aut]
MaintainerXiang Lyu <xianglyu@berkeley.edu>
LicenseGPL (>= 2)
Version1.0.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kko")

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kko documentation built on Feb. 1, 2022, 5:08 p.m.