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 <>
Package repositoryView on CRAN
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knockoff documentation built on Aug. 15, 2022, 9:06 a.m.