knockoff: Knockoff Filter for Controlling the False Discovery Rate

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The knockoff filter is a procedure for controlling the false discovery rate (FDR) when performing variable selection. For more information, see the website below and the accompanying paper.

Author
Rina Foygel Barber, Emmanuel Candes, Evan Patterson
Date of publication
2015-04-15 21:41:03
Maintainer
Evan Patterson <epatters@stanford.edu>
License
GPL-3
Version
0.2.1
URLs

View on CRAN

Man pages

fs
Forward selection
knockoff
The knockoff filter for controlling the false discovery rate
knockoff.create
Create knockoff variables
knockoff.filter
Knockoff filter
knockoff.stat.fs
Knockoff filter forward selection statistics
knockoff.stat.lasso
Knockoff filter lasso statistics
knockoff.threshold
Threshold for the knockoff filter
lasso_max_lambda
Maximum lambda in lasso model

Files in this package

knockoff
knockoff/inst
knockoff/inst/python
knockoff/inst/python/solve_sdp.py
knockoff/inst/doc
knockoff/inst/doc/sdp.Rmd
knockoff/inst/doc/intro.html
knockoff/inst/doc/hiv.R
knockoff/inst/doc/intro.R
knockoff/inst/doc/hiv.html
knockoff/inst/doc/sdp.R
knockoff/inst/doc/intro.Rmd
knockoff/inst/doc/hiv.Rmd
knockoff/inst/doc/sdp.html
knockoff/tests
knockoff/tests/testthat.R
knockoff/tests/testthat
knockoff/tests/testthat/test_util.R
knockoff/tests/testthat/test_create.R
knockoff/tests/testthat/MatlabServer.m
knockoff/tests/testthat/test_stats.R
knockoff/tests/testthat/test_filter.R
knockoff/tests/testthat/matlab_compat.R
knockoff/tests/testthat/InputStreamByteWrapper.class
knockoff/NAMESPACE
knockoff/NEWS
knockoff/R
knockoff/R/create.R
knockoff/R/stats_lasso.R
knockoff/R/stats_fs.R
knockoff/R/util.R
knockoff/R/knockoff.R
knockoff/vignettes
knockoff/vignettes/sdp.Rmd
knockoff/vignettes/intro.Rmd
knockoff/vignettes/hiv.Rmd
knockoff/vignettes/references.bib
knockoff/MD5
knockoff/build
knockoff/build/vignette.rds
knockoff/DESCRIPTION
knockoff/man
knockoff/man/knockoff.create.Rd
knockoff/man/knockoff.filter.Rd
knockoff/man/knockoff.stat.fs.Rd
knockoff/man/knockoff.Rd
knockoff/man/knockoff.threshold.Rd
knockoff/man/fs.Rd
knockoff/man/lasso_max_lambda.Rd
knockoff/man/knockoff.stat.lasso.Rd