R code for the methods presented in:
K. Sechidis, M. Kormaksson, D. Ohlssen, Using knockoffs for controlled predictive biomarker identification https://onlinelibrary.wiley.com/doi/10.1002/sim.9134
An .html vignette which shows how to simulate the data from the paper and how to use the methods can be previewed here.
If you make use of the code found here, please cite the paper above.
@article{sechidis2021predictiveknockoffs,
author = {Sechidis, Konstantinos and Kormaksson, Matthias and Ohlssen, David},
title = {Using knockoffs for controlled predictive biomarker identification},
journal = {Statistics in Medicine},
volume = {40},
number = {25},
pages = {5453-5473}
}