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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.3.6 |
2026-04-09 windows/windows R-4.5 | knockoff_0.3.6.zip |
194.3 KiB |