Performs variable selection for many types of L1-regularised regressions using the revisited knockoffs procedure. This procedure uses a matrix of knockoffs of the covariates independent from the response variable Y. The idea is to determine if a covariate belongs to the model depending on whether it enters the model before or after its knockoff. The procedure suits for a wide range of regressions with various types of response variables. Regression models available are exported from the R packages 'glmnet' and 'ordinalNet'. Based on the paper linked to via the URL below: Gegout A., Gueudin A., Karmann C. (2019) <arXiv:1907.03153>.
Package details |
|
---|---|
Author | Clemence Karmann [aut, cre], Aurelie Gueudin [aut] |
Maintainer | Clemence Karmann <clemence.karmann@gmail.com> |
License | GPL-3 |
Version | 0.0.1 |
URL | https://arxiv.org/pdf/1907.03153.pdf |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
|
Any scripts or data that you put into this service are public.
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.