The gknockoff
package contains implementations of several methods for group variable selection using group knockoffs (both fixed-X and model-X).
To install gknockoff
from github, type in R console
devtools::install_github("hugogogo/gknockoff", build_vignettes = TRUE)
Note that the installation above requires using R package devtools
(which can be installed using install.packages("devtools")
).
Please check the accompanying vignette on how to use the gknockoff
package. To read vignette, after installing the package, type in R console
browseVignettes("gknockoff")