prelim-knockoffs-package: Knockoff package documentation (implemented for prelim).

Description Details References

Description

The knockoff controls the false discovery rate in the Gaussian linear model with fixed-X.

Details

This runs the knockoff filter for a given X matrix and y vector. This controls the false discovery rate at a given level.

References

Barber and Candes, Controlling the false discovery rate via knockoffs. Ann. Statist. 43 (2015), no. 5, 2055–2085. https://projecteuclid.org/euclid.aos/1438606853


svteichman/prelim.knockoffs documentation built on May 28, 2020, 5:14 p.m.