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.

Version: 0.3.5
Depends: methods, stats
Imports: Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools, utils
Suggests: knitr, testthat, rmarkdown, lars, ranger, stabs, RPtests, doParallel, parallel
Published: 2022-02-02
Author: Rina Foygel Barber [ctb] (Development of the original Fixed-X Knockoffs), Emmanuel Candes [ctb] (Development of Model-X Knockoffs and original Fixed-X Knockoffs), Lucas Janson [ctb] (Development of Model-X Knockoffs), Evan Patterson [aut] (Earlier R package for the original Fixed-X Knockoffs), Matteo Sesia [aut, cre] (R package for Model-X Knockoffs)
Maintainer: Matteo Sesia <sesia at marshall.usc.edu>
License: GPL-3
URL: https://web.stanford.edu/group/candes/knockoffs/index.html
NeedsCompilation: no
Materials: NEWS
CRAN checks: knockoff results

Documentation:

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

Downloads:

Package source: knockoff_0.3.5.tar.gz
Windows binaries: r-devel: knockoff_0.3.5.zip, r-release: knockoff_0.3.5.zip, r-oldrel: knockoff_0.3.5.zip
macOS binaries: r-release (arm64): knockoff_0.3.5.tgz, r-release (x86_64): knockoff_0.3.5.tgz, r-oldrel: knockoff_0.3.5.tgz
Old sources: knockoff archive

Reverse dependencies:

Reverse imports: cpi, kko, KOBT
Reverse suggests: CBDA

Linking:

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