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knockoff  

The Knockoff Filter for Controlled Variable Selection
View on CRAN: Click here


Download and install knockoff package within the R console
Install from CRAN:
install.packages("knockoff")

Install from Github:
library("remotes")
install_github("cran/knockoff")

Install by package version:
library("remotes")
install_version("knockoff", "0.3.6")



Attach the package and use:
library("knockoff")
Maintained by
Matteo Sesia
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2014-12-06
Latest Update: 2022-08-15
Description:
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.
How to cite:
Matteo Sesia (2014). knockoff: The Knockoff Filter for Controlled Variable Selection. R package version 0.3.6, https://cran.r-project.org/web/packages/knockoff. Accessed 26 Jun. 2026.
Previous versions and publish date:
0.1.1 (2014-12-20 17:48), 0.1 (2014-12-06 15:10), 0.2.1 (2015-04-15 21:41), 0.2 (2015-02-05 06:50), 0.3.0 (2017-10-18 00:49), 0.3.2 (2020-05-31 10:09), 0.3.3 (2020-06-06 07:00), 0.3.5 (2022-02-02 11:00)
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Complete documentation for knockoff
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