Man pages for knockoff
The Knockoff Filter for Controlled Variable Selection
| create_equicorrelated | Create equicorrelated fixed-X knockoffs. |
| create.fixed | Fixed-X knockoffs |
| create.gaussian | Model-X Gaussian knockoffs |
| create_sdp | Create SDP fixed-X knockoffs. |
| create.second_order | Second-order Gaussian knockoffs |
| create.solve_asdp | Relaxed optimization for fixed-X and Gaussian knockoffs |
| create.solve_equi | Optimization for equi-correlated fixed-X and Gaussian... |
| create.solve_sdp | Optimization for fixed-X and Gaussian knockoffs |
| decompose | Compute the SVD of X and construct an orthogonal matrix... |
| divide.sdp | Approximate a covariance matrix by a block diagonal matrix... |
| fs | Forward selection |
| knockoff | knockoff: A package for controlled variable selection |
| knockoff.filter | The Knockoff Filter |
| knockoff.threshold | Threshold for the knockoff filter |
| lasso_max_lambda | Maximum lambda in lasso model |
| merge.clusters | Merge consecutive clusters of correlated variables while... |
| print.knockoff.result | Print results for the knockoff filter |
| stability_selection_importance | Stability selection |
| stat.forward_selection | Importance statistics based on forward selection |
| stat.glmnet_coefdiff | Importance statistics based on a GLM with cross-validation |
| stat.glmnet_lambdadiff | Importance statistics based on a GLM |
| stat.glmnet_lambdasmax | GLM statistics for knockoff |
| stat.lasso_coefdiff | Importance statistics based the lasso with cross-validation |
| stat.lasso_coefdiff_bin | Importance statistics based on regularized logistic... |
| stat.lasso_lambdadiff | Importance statistics based on the lasso |
| stat.lasso_lambdadiff_bin | Importance statistics based on regularized logistic... |
| stat.lasso_lambdasmax | Penalized linear regression statistics for knockoff |
| stat.lasso_lambdasmax_bin | Penalized logistic regression statistics for knockoff |
| stat.random_forest | Importance statistics based on random forests |
| stat.sqrt_lasso | Importance statistics based on the square-root lasso |
| stat.stability_selection | Importance statistics based on stability selection |
| vectorize_matrix | Vectorize a matrix into the SCS format |
| verify_stat_depends | Verify dependencies for chosen statistics |
