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-free Knockoffs for High-dimensional Controlled Variable Selection", 2016, <arXiv:1610.02351>.
| Version: | 0.3.0 |
| Depends: | methods, stats |
| Imports: | Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools |
| Suggests: | knitr, testthat, rmarkdown, lars, ranger, stabs, flare, doMC, parallel |
| Published: | 2017-10-17 |
| Author: | Rina Foygel Barber [ctb] (Development of the original fixed-design Knockoffs), Emmanuel Candes [ctb] (Development of Model-Free Knockoffs and original fixed-design Knockoffs), Lucas Janson [ctb] (Development of Model-Free Knockoffs), Evan Patterson [aut] (Original R package for the original fixed-design Knockoffs), Matteo Sesia [aut, cre] (R package for Model-Free Knockoffs) |
| Maintainer: | Matteo Sesia <msesia at stanford.edu> |
| License: | GPL-3 |
| URL: | https://web.stanford.edu/group/candes/knockoffs/index.html |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | knockoff results |
| Reference manual: | knockoff.pdf |
| Vignettes: |
Advanced Usage of the Knockoff Filter for R Controlled variable Selection with Fixed-X Knockoffs Analysis of HIV Drug Resistance Data Controlled variable Selection with Model-X knockoffs |
| Package source: | knockoff_0.3.0.tar.gz |
| Windows binaries: | r-devel: knockoff_0.3.0.zip, r-release: knockoff_0.3.0.zip, r-oldrel: knockoff_0.3.0.zip |
| OS X binaries: | r-release: knockoff_0.3.0.tgz, r-oldrel: knockoff_0.2.1.tgz |
| Old sources: | knockoff archive |
| Reverse suggests: | CBDA |
Please use the canonical form https://CRAN.R-project.org/package=knockoff to link to this page.