knockoff (0.3.0)

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The Knockoff Filter for Controlled Variable Selection.

https://web.stanford.edu/group/candes/knockoffs/index.html
http://cran.r-project.org/web/packages/knockoff

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, .

Maintainer: Matteo Sesia
Author(s): 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)

License: GPL-3

Uses: corpcor, glmnet, gtools, Matrix, Rdsdp, RSpectra, lars, doMC, testthat, knitr, flare, rmarkdown, stabs, ranger

Released about 1 month ago.


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