Software for KnockoffsA versatile interface to the knockoff methodology.
KnockoffsKnockoffs is the main software package for perfoming controlled variable selection with knockoffs. Currently, it is available for R and Matlab, and it implements the methods described in the papers below. The code is publicly available from GitHub: https://github.com/msesia/knockoff-filter. Reference
“Panning for Gold: ”Model-X“ Knockoffs for High-dimensional Controlled Variable Selection”, Reference
“Controlling the False Discovery Rate via Knockoffs”, License: GPLv3 Main features
AuthorsThe knockoffs algorithms and the original MATLAB code were created by Rina Foygel Barber and Emmanuel Candès. The MATLAB package available on this site were created by Matteo Sesia, Evan Patterson and Lucas Janson. Currently, the maintainer is Matteo Sesia. The R package was created by Matteo Sesia and Evan Patterson. Currently, the maintainer is Matteo Sesia. |