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kosel

Variable Selection by Revisited Knockoffs Procedures

Performs variable selection for many types of L1-regularised regressions using the revisited knockoffs procedure. This procedure uses a matrix of knockoffs of the covariates independent from the response variable Y. The idea is to determine if a covariate belongs to the model depending on whether it enters the model before or after its knockoff. The procedure suits for a wide range of regressions with various types of response variables. Regression models available are exported from the R packages 'glmnet' and 'ordinalNet'. Based on the paper linked to via the URL below: Gegout A., Gueudin A., Karmann C. (2019) <arXiv:1907.03153>.

Versions across snapshots

VersionRepositoryFileSize
0.0.1 rolling linux/jammy R-4.5 kosel_0.0.1.tar.gz 33.9 KiB
0.0.1 rolling linux/noble R-4.5 kosel_0.0.1.tar.gz 33.9 KiB
0.0.1 rolling source/ R- kosel_0.0.1.tar.gz 7.0 KiB
0.0.1 latest linux/jammy R-4.5 kosel_0.0.1.tar.gz 33.9 KiB
0.0.1 latest linux/noble R-4.5 kosel_0.0.1.tar.gz 33.9 KiB
0.0.1 latest source/ R- kosel_0.0.1.tar.gz 7.0 KiB
0.0.1 2026-04-26 source/ R- kosel_0.0.1.tar.gz 7.0 KiB
0.0.1 2026-04-23 source/ R- kosel_0.0.1.tar.gz 7.0 KiB
0.0.1 2026-04-09 windows/windows R-4.5 kosel_0.0.1.zip 36.5 KiB
0.0.1 2025-04-20 source/ R- kosel_0.0.1.tar.gz 7.0 KiB

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