/knockoff-filter

A versatile interface to the knockoff methodology.

Primary LanguageMATLAB

The Knockoff Filter

This repository provides versatile software interfaces to the knockoff methodology, that is a general framework for controlling the false discovery rate when performing variable selection. To learn more about knockoffs, visit https://web.stanford.edu/group/candes/knockoffs/.

This repository currently includes the following software for the knockoff filter:

For more detailed information regarding a specific package, refer to the README files contained in the corresponding subdirectories.