knockoff
The Knockoff Filter for Controlled Variable Selection
The knockoff filter is a general procedure for controlling the false discovery rate (FDR) when performing variable selection. For more information, see the website below and the accompanying paper: Candes et al., "Panning for gold: model-X knockoffs for high-dimensional controlled variable selection", J. R. Statist. Soc. B (2018) 80, 3, pp. 551-577.
- Version0.3.6
- R versionunknown
- LicenseGPL-3
- Needs compilation?No
- Last release08/15/2022
Documentation
Team
Matteo Sesia
Lucas Janson
Show author detailsRolesContributorRina Foygel Barber
Show author detailsRolesContributorEmmanuel Candes
Show author detailsRolesContributorEvan Patterson
Show author detailsRolesAuthor
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- Imports6 packages
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