The Knockoff Filter for Controlled Variable Selection

Documentation for package ‘knockoff’ version 0.3.6

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