Man pages for svteichman/prelim.knockoffs
Implements the knockoff method by Barber & Candes
| check_PD | Check Positive definite Checks if the given matrix is... |
| compute_threshold | Knockoff threshold |
| create_equi | Equi-correlated Knockoffs Creates fixed-X knockoffs using the... |
| create_knockoffs | Create knockoffs |
| create_permutations | Create permuted variables |
| create_sdp | SDP Knockoffs Creates fixed-X knockoffs using the SDP method |
| get_stat_lambda_max | Lambda max test statistic Creates W_j test statistics.... |
| get_u_tild | Construct \widetilde{U} |
| knockoff_filter | Runs knockoff procedure |
| knockoff_filter_from_stats | Runs knockoff procedure abbreviated |
| permutation_filter | Runs permutation procedure |
| prelim-knockoffs-package | Knockoff package documentation (implemented for prelim). |
| run_BHq | Run Benjamini-Hochberg procedure |
| run_BHq_base | Run Benjamini-Hochberg procedure |
| run_BHq_log | Run Benjamini-Hochberg procedure with log correction |
| run_BHq_white_noise | Run Benjamini-Hochberg procedure with added noise |
| select_variables | Variable selection |
| solve_sdp | SDP using Rdsdp Solves the optimation problem to choose s for... |
| svd_sign | SVD with fixed sign Performs SVD and then adjusts the sign of... |
