R/prelim.knockoffs.R

In svteichman/prelim.knockoffs: Implements the knockoff method by Barber & Candes

#' Knockoff package documentation (implemented for prelim).
#'
#' The knockoff controls the false discovery rate in the Gaussian linear model with fixed-X.
#'
#' @name prelim-knockoffs-package
#' @aliases prelim-knockoffs
#' @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
#'
#' @details
#' This runs the knockoff filter for a given X matrix and y vector. This controls the false discovery
#' rate at a given level.
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