knockoff: The Knockoff Filter for Controlled Variable Selection
Version 0.3.0

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-free Knockoffs for High-dimensional Controlled Variable Selection", 2016, .

Package details

AuthorRina Foygel Barber [ctb] (Development of the original fixed-design Knockoffs), Emmanuel Candes [ctb] (Development of Model-Free Knockoffs and original fixed-design Knockoffs), Lucas Janson [ctb] (Development of Model-Free Knockoffs), Evan Patterson [aut] (Original R package for the original fixed-design Knockoffs), Matteo Sesia [aut, cre] (R package for Model-Free Knockoffs)
Date of publication2017-10-17 22:49:35 UTC
MaintainerMatteo Sesia <[email protected]>
LicenseGPL-3
Version0.3.0
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 Nov. 17, 2017, 4:48 a.m.