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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: ModelX Knockoffs for Highdimensional Controlled Variable Selection", 2016, <arXiv:1610.02351>.
Package details 


Author  Rina Foygel Barber [ctb] (Development of the original FixedX Knockoffs), Emmanuel Candes [ctb] (Development of ModelX Knockoffs and original FixedX Knockoffs), Lucas Janson [ctb] (Development of ModelX Knockoffs), Evan Patterson [aut] (Original R package for the original FixedX Knockoffs), Matteo Sesia [aut, cre] (R package for ModelX Knockoffs) 
Maintainer  Matteo Sesia <msesia@stanford.edu> 
License  GPL3 
Version  0.3.2 
URL  https://web.stanford.edu/group/candes/knockoffs/index.html 
Package repository  View on CRAN 
Installation 
Install the latest version of this package by entering the following in R:

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