Man pages for knockoff
The Knockoff Filter for Controlled Variable Selection

create_equicorrelatedCreate equicorrelated fixed-X knockoffs.
create.fixedFixed-X knockoffs
create.gaussianModel-X Gaussian knockoffs
create_sdpCreate SDP fixed-X knockoffs.
create.second_orderSecond-order Gaussian knockoffs
create.solve_asdpRelaxed optimization for fixed-X and Gaussian knockoffs
create.solve_equiOptimization for equi-correlated fixed-X and Gaussian...
create.solve_sdpOptimization for fixed-X and Gaussian knockoffs
decomposeCompute the SVD of X and construct an orthogonal matrix...
divide.sdpApproximate a covariance matrix by a block diagonal matrix...
fsForward selection
knockoffknockoff: A package for controlled variable selection
knockoff.filterThe Knockoff Filter
knockoff.thresholdThreshold for the knockoff filter
lasso_max_lambdaMaximum lambda in lasso model
merge.clustersMerge consecutive clusters of correlated variables while...
print.knockoff.resultPrint results for the knockoff filter
stability_selection_importanceStability selection
stat.forward_selectionImportance statistics based on forward selection
stat.glmnet_coefdiffImportance statistics based on a GLM with cross-validation
stat.glmnet_lambdadiffImportance statistics based on a GLM
stat.glmnet_lambdasmaxGLM statistics for knockoff
stat.lasso_coefdiffImportance statistics based the lasso with cross-validation
stat.lasso_coefdiff_binImportance statistics based on regularized logistic...
stat.lasso_lambdadiffImportance statistics based on the lasso
stat.lasso_lambdadiff_binImportance statistics based on regularized logistic...
stat.lasso_lambdasmaxPenalized linear regression statistics for knockoff
stat.lasso_lambdasmax_binPenalized logistic regression statistics for knockoff
stat.random_forestImportance statistics based on random forests
stat.sqrt_lassoImportance statistics based on the square-root lasso
stat.stability_selectionImportance statistics based on stability selection
vectorize_matrixVectorize a matrix into the SCS format
verify_stat_dependsVerify dependencies for chosen statistics
knockoff documentation built on July 2, 2020, 12:02 a.m.