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", 2016, <arXiv:1610.02351>.

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] (Original R package for the original Fixed-X Knockoffs), Matteo Sesia [aut, cre] (R package for Model-X Knockoffs)
MaintainerMatteo Sesia <>
Package repositoryView on CRAN
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knockoff documentation built on May 2, 2019, 1:43 p.m.