CRAN
MFKnockoffs 0.9.1
Model-Free Knockoff Filter for Controlled Variable Selection
Released Sep 29, 2017 by Matteo Sesia
Dependencies
corpcor 1.6.9 Matrix 1.2-14 RSpectra 0.12-0 Rdsdp 1.0.4-2 glmnet 2.0-16 gtools 3.5.0
Model-free knockoffs are 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-free Knockoffs for High-dimensional Controlled Variable Selection", 2016,
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>MFKnockoffs</artifactId>
<version>0.9.1-b8</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:MFKnockoffs')
Test Results
This package was last tested against Renjin 0.9.2635 on Apr 26, 2018.
- MFKnockoffs.stat.forward_selection-examples
- MFKnockoffs.stat.glmnet_lambda_difference-examples
- MFKnockoffs.stat.glmnet_lambda_signed_max-examples
- MFKnockoffs.stat.lasso_coef_difference-examples
- MFKnockoffs.stat.lasso_coef_difference_bin-examples
- MFKnockoffs.stat.lasso_coeff_diff-examples
- MFKnockoffs.stat.lasso_lambda_difference-examples
- MFKnockoffs.stat.lasso_lambda_difference_bin-examples
- MFKnockoffs.stat.lasso_lambda_signed_max-examples
- MFKnockoffs.stat.lasso_lambda_signed_max_bin-examples
- MFKnockoffs.stat.random_forest-examples
- MFKnockoffs.stat.sqrt_lasso-examples
- MFKnockoffs.stat.stability_selection-examples
- testthat