create.fixed |
Fixed-X knockoffs |
create.gaussian |
Model-X Gaussian knockoffs |
create.second_order |
Second-order Gaussian knockoffs |
create.solve_asdp |
Relaxed optimization for fixed-X and Gaussian knockoffs |
create.solve_equi |
Optimization for equi-correlated fixed-X and Gaussian knockoffs |
create.solve_sdp |
Optimization for fixed-X and Gaussian knockoffs |
knockoff |
knockoff: A package for controlled variable selection |
knockoff.filter |
The Knockoff Filter |
knockoff.threshold |
Threshold for the knockoff filter |
print.knockoff.result |
Print results for the knockoff filter |
stat.forward_selection |
Importance statistics based on forward selection |
stat.glmnet_coefdiff |
Importance statistics based on a GLM with cross-validation |
stat.glmnet_lambdadiff |
Importance statistics based on a GLM |
stat.glmnet_lambdasmax |
GLM statistics for knockoff |
stat.lasso_coefdiff |
Importance statistics based the lasso with cross-validation |
stat.lasso_coefdiff_bin |
Importance statistics based on regularized logistic regression with cross-validation |
stat.lasso_lambdadiff |
Importance statistics based on the lasso |
stat.lasso_lambdadiff_bin |
Importance statistics based on regularized logistic regression |
stat.lasso_lambdasmax |
Penalized linear regression statistics for knockoff |
stat.lasso_lambdasmax_bin |
Penalized logistic regression statistics for knockoff |
stat.random_forest |
Importance statistics based on random forests |
stat.sqrt_lasso |
Importance statistics based on the square-root lasso |
stat.stability_selection |
Importance statistics based on stability selection |