knockoff

The Knockoff Filter for Controlled Variable Selection

CRAN Package

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

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  • Imports6 packages
  • Suggests8 packages
  • Reverse Imports4 packages