knockoff: Knockoff Filter for Controlling the False Discovery Rate
Version 0.2.1

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.

AuthorRina Foygel Barber, Emmanuel Candes, Evan Patterson
Date of publication2015-04-15 21:41:03
MaintainerEvan Patterson <epatters@stanford.edu>
LicenseGPL-3
Version0.2.1
URL http://statweb.stanford.edu/~candes/Knockoffs
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("knockoff")

Getting started

Analysis of HIV Drug Resistance Data
SDP Knockoffs
Using the Knockoff Filter

Popular 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
lasso_max_lambda: Maximum lambda in lasso model
See all...

All man pages Function index File listing

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

Functions

canonical_svd Source code
create_equicorrelated Source code
create_sdp Source code
decompose Source code
fs Man page Source code
has_cvxpy Source code
knockoff Man page
knockoff-package Man page
knockoff.create Man page Source code
knockoff.filter Man page Source code
knockoff.stat.fs Man page Source code
knockoff.stat.fs_omp Man page Source code
knockoff.stat.lasso_difference Man page Source code
knockoff.stat.lasso_signed_max Man page Source code
knockoff.threshold Man page Source code
lasso_max_lambda Man page Source code
lasso_max_lambda_glmnet Man page Source code
lasso_max_lambda_lars Man page Source code
normc Source code
print.knockoff.result Source code
random_problem Source code
rnorm_matrix Source code
solve_sdp Source code
stat.fs Source code
system2_silent Source code
with_seed Source code

Files

inst
inst/python
inst/python/solve_sdp.py
inst/doc
inst/doc/sdp.Rmd
inst/doc/intro.html
inst/doc/hiv.R
inst/doc/intro.R
inst/doc/hiv.html
inst/doc/sdp.R
inst/doc/intro.Rmd
inst/doc/hiv.Rmd
inst/doc/sdp.html
tests
tests/testthat.R
tests/testthat
tests/testthat/test_util.R
tests/testthat/test_create.R
tests/testthat/MatlabServer.m
tests/testthat/test_stats.R
tests/testthat/test_filter.R
tests/testthat/matlab_compat.R
tests/testthat/InputStreamByteWrapper.class
NAMESPACE
NEWS
R
R/create.R
R/stats_lasso.R
R/stats_fs.R
R/util.R
R/knockoff.R
vignettes
vignettes/sdp.Rmd
vignettes/intro.Rmd
vignettes/hiv.Rmd
vignettes/references.bib
MD5
build
build/vignette.rds
DESCRIPTION
man
man/knockoff.create.Rd
man/knockoff.filter.Rd
man/knockoff.stat.fs.Rd
man/knockoff.Rd
man/knockoff.threshold.Rd
man/fs.Rd
man/lasso_max_lambda.Rd
man/knockoff.stat.lasso.Rd
knockoff documentation built on May 19, 2017, 8:41 p.m.

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