Model-free knockoffs are 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, <arXiv:1610.02351>.
| Version: | 0.9.1 |
| Depends: | methods, stats |
| Imports: | Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools |
| Suggests: | knitr, testthat, rmarkdown, lars, ranger, stabs, flare, doMC, parallel |
| Published: | 2017-09-29 |
| Author: | 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) |
| Maintainer: | Matteo Sesia <msesia at stanford.edu> |
| License: | GPL-3 |
| URL: | https://statweb.stanford.edu/~candes/MF_Knockoffs/index.html |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | MFKnockoffs results |
| Reference manual: | MFKnockoffs.pdf |
| Vignettes: |
Using the Model-Free Knockoff Filter Advanced Usage of the Model-Free Knockoff Filter Using the Knockoff Filter with a Fixed Design Matrix |
| Package source: | MFKnockoffs_0.9.1.tar.gz |
| Windows binaries: | r-devel: MFKnockoffs_0.9.1.zip, r-release: MFKnockoffs_0.9.1.zip, r-oldrel: MFKnockoffs_0.9.1.zip |
| OS X El Capitan binaries: | r-release: MFKnockoffs_0.9.1.tgz |
| OS X Mavericks binaries: | r-oldrel: MFKnockoffs_0.9.1.tgz |
| Old sources: | MFKnockoffs archive |
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