knockoff: The Knockoff Filter for Controlled Variable Selection

The knockoff filter is 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-X knockoffs for high-dimensional controlled variable selection", J. R. Statist. Soc. B (2018) 80, 3, pp. 551-577.

Package details

AuthorRina Foygel Barber [ctb] (Development of the original Fixed-X Knockoffs), Emmanuel Candes [ctb] (Development of Model-X Knockoffs and original Fixed-X Knockoffs), Lucas Janson [ctb] (Development of Model-X Knockoffs), Evan Patterson [aut] (Earlier R package for the original Fixed-X Knockoffs), Matteo Sesia [aut, cre] (R package for Model-X Knockoffs)
MaintainerMatteo Sesia <sesia@marshall.usc.edu>
LicenseGPL-3
Version0.3.3
URL https://web.stanford.edu/group/candes/knockoffs/index.html
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("knockoff")

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knockoff documentation built on July 2, 2020, 12:02 a.m.