README.md

In hugogogo/cheapknockoff: Cost-conscious feature selection using multiple knockoffs

cheapknockoff

The cheapknockoff package contains implementation of a multiple-knockoff based procedure for performing cost-conscious feature selection when variables have costs. The details of the method can be found in Yu, Witten, and Bien (2019) Controlling Costs: Feature Selection on a Budget.

To install cheapknockoff from github, type in R console

devtools::install_github("hugogogo/cheapknockoff", build_vignettes = TRUE)

Note that the installation above requires using R package devtools (which can be installed using install.packages("devtools")).

Please check the accompanying vignette on how to use the cheapknockoff package. To read vignette, after installing the package, type in R console

browseVignettes("cheapknockoff")

hugogogo/cheapknockoff documentation built on Sept. 15, 2021, 1:06 p.m.