The knockoff filter for controlling the false discovery rate

Description Usage Arguments Details Value

Creates knockoff variables for the original variables.

1 | ```
knockoff.create(X, method = c("equicorrelated", "sdp"), randomize = F)
``` |

`X` |
normalized n-by-p design matrix (n >= 2p) |

`method` |
either 'equicorrelated' or 'sdp' |

`randomize` |
whether the knockoffs are deterministic or randomized |

To use SDP knockoffs, you must have a Python installation with CVXPY. For more information, see the vignette on SDP knockoffs:

`vignette('sdp', package='knockoff')`

The n-by-p knockoff matrix

knockoff documentation built on May 29, 2017, 9:55 p.m.

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