Split Knockoffs for Structural Sparsity

A novel method for controlling the false discovery rate (FDR) in structural sparsity setting. This proposed scheme relaxes the linear subspace constraint to its neighborhood, often known as variable splitting in optimization. Simulation experiments can be reproduced following the Vignette. 'Split Knockoffs' is defined in Cao et al. (2021) .


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install.packages("SplitKnockoff")

0.8 by Haoxue Wang, 11 days ago


https://github.com/wanghaoxue0/SplitKnockoff


Report a bug at https://github.com/wanghaoxue0/SplitKnockoff/issues


Browse source code at https://github.com/cran/SplitKnockoff


Authors: Haoxue Wang [aut, cre] (Development of the whole packages) , Yang Cao [aut] (Revison of this package) , Xinwei Sun [aut] (Original ideas about the package) , Yuan Yao [aut] (Testing for the package and management of the development)


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports glmnet, MASS, latex2exp, RSpectra, ggplot2, Matrix, stats, mvtnorm

Suggests knitr, rmarkdown


See at CRAN