Split Knockoffs for Structural Sparsity


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Documentation for package ‘SplitKnockoff’ version 1.2

Help Pages

canonicalSVD singular value decomposition
hittingpoint hitting point calculator on a given path
normc default normalization function for matrix
sk.create generate split knockoff copies
sk.decompose make SVD as well as orthogonal complements
sk.filter Split Knockoff filter for structural sparsity
sk.select Split Knockoff selector given W statistics
W_sign W statistics generator for directional FDR control
W_support W statistics generator for FDR control