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knockoff
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]
[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 05 Aug. 2026.
Previous versions and publish date:
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Other R packages that knockoff depends,
imports, suggests or enhances
Complete documentation for knockoff
Functions, R codes and Examples using
the knockoff R package
Some associated functions: create.fixed . create.gaussian . create.second_order . create.solve_asdp . create.solve_equi . create.solve_sdp . create_equicorrelated . create_sdp . decompose . divide.sdp . fs . knockoff.filter . knockoff . knockoff.threshold . lasso_max_lambda . merge.clusters . print.knockoff.result . stability_selection_importance . stat.forward_selection . stat.glmnet_coefdiff . stat.glmnet_lambdadiff . stat.glmnet_lambdasmax . stat.lasso_coefdiff . stat.lasso_coefdiff_bin . stat.lasso_lambdadiff . stat.lasso_lambdadiff_bin . stat.lasso_lambdasmax . stat.lasso_lambdasmax_bin . stat.random_forest . stat.sqrt_lasso . stat.stability_selection . vectorize_matrix . verify_stat_depends .
Some associated R codes: create_fixed.R . create_gaussian.R . create_second_order.R . knockoff.R . knockoff_filter.R . solve_asdp.R . solve_equi.R . solve_sdp.R . stats_forward_selection.R . stats_glmnet.R . stats_glmnet_cv.R . stats_lasso.R . stats_lasso_bin.R . stats_lasso_cv.R . stats_lasso_cv_bin.R . stats_random_forest.R . stats_sqrt_lasso.R . stats_stability_selection.R . util.R . Full knockoff package functions and examples
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