hugogogo/cheapknockoff
Cost-conscious feature selection using multiple knockoffs

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hugogogo/cheapknockoff: Cost-conscious feature selection using multiple knockoffs
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Man pages for hugogogo/cheapknockoff
Cost-conscious feature selection using multiple knockoffs

filter_gzMultiple knockoff filter by Gimenez & Zou (2018)
generate_pathMultiple knockoff path
multiple_knockoff_GaussianGenerating multiple knockoff variables
refitRefitting a path of selected variables from the cheapknockoff...
stat_glmnet_coefGenerating multiple knockoff statistics using coefficient...
hugogogo/cheapknockoff documentation built on Sept. 15, 2021, 1:06 p.m.

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