Kernel Knockoffs Selection for Nonparametric Additive Models


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Documentation for package ‘kko’ version 1.0.1

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generate_data generate response from nonparametric additive model
kko variable selection for additive model via KKO
KO_evaluation evaluate performance of KKO selection
rk_fit nonparametric additive model seleciton via random kernel
rk_subsample compute selection frequency of rk_fit on subsamples
rk_tune tune random feature number for KKO.