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 |

print.knockoff.result | Print results for the knockoff filter |

sqrt_lasso_coeffs | SQRT lasso |

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 |

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