SplitKnockoff
2.1Split Knockoffs for Structural Sparsity
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Overview
About
Split Knockoff is a data adaptive variable selection framework for controlling the (directional) false discovery rate (FDR) in structural sparsity, where variable selection on linear transformation of parameters is of concern. 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 first defined in Cao et al. (2021) doi:10.48550/arXiv.2103.16159.
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- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
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SplitKnockoff
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Dependencies
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7 external dependencies (excludes base and recommended)
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R >= 3.5.0
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Author, Maintainer · added in 2.1
Authors (5)
Author, Maintainer · added in 2.1
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Package metadata
- First published
- 2021-09-13
- Total releases
- 5 / 5 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 31 KB
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- not tracked yet
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- not tracked yet