Description Details References
The knockoff controls the false discovery rate in the Gaussian linear model with fixed-X.
This runs the knockoff filter for a given X matrix and y vector. This controls the false discovery rate at a given level.
Barber and Candes, Controlling the false discovery rate via knockoffs. Ann. Statist. 43 (2015), no. 5, 2055–2085. https://projecteuclid.org/euclid.aos/1438606853
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