SplitKnockoff: Split Knockoffs for Structural Sparsity
A novel method for controlling the false discovery rate (FDR)
in structural sparsity setting. This proposed scheme relaxes the linear subspace
constraint to its neighborhood, often known as variable splitting in optimization.
Simulation experiments can be reproduced following the Vignette.
'Split Knockoffs' is defined in Cao et al. (2021) <arXiv:2103.16159>.
| Version: |
0.8 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
glmnet, MASS, latex2exp, RSpectra, ggplot2, Matrix, stats, mvtnorm |
| Suggests: |
knitr, rmarkdown |
| Published: |
2021-09-13 |
| Author: |
Haoxue Wang [aut, cre] (Development of the whole packages),
Yang Cao [aut] (Revison of this package),
Xinwei Sun [aut] (Original ideas about the package),
Yuan Yao [aut] (Testing for the package and management of the
development) |
| Maintainer: |
Haoxue Wang <haoxwang at student.ethz.ch> |
| BugReports: |
https://github.com/wanghaoxue0/SplitKnockoff/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/wanghaoxue0/SplitKnockoff |
| NeedsCompilation: |
no |
| CRAN checks: |
SplitKnockoff results |
Documentation:
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