SplitKnockoff: Split Knockoffs for Structural Sparsity

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>.

Version:	2.1
Depends:	R (≥ 3.5.0)
Imports:	glmnet, MASS, latex2exp, RSpectra, ggplot2, Matrix, stats, mvtnorm
Suggests:	knitr, rmarkdown
Published:	2024-10-14
DOI:	10.32614/CRAN.package.SplitKnockoff
Author:	Yuxuan Chen [aut, cre] (Development of the latest version of the packages), Haoxue Wang [aut] (Development of the first version of the 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)
Maintainer:	Yuxuan Chen <yx.chen at connect.ust.hk>
License:	MIT + file LICENSE
NeedsCompilation:	no
CRAN checks:	SplitKnockoff results

Documentation:

Reference manual:	SplitKnockoff.pdf
Vignettes:	Splitknockoff (source, R code)

Downloads:

Package source:	SplitKnockoff_2.1.tar.gz
Windows binaries:	r-devel: SplitKnockoff_2.1.zip, r-release: SplitKnockoff_2.1.zip, r-oldrel: SplitKnockoff_2.1.zip
macOS binaries:	r-release (arm64): SplitKnockoff_2.1.tgz, r-oldrel (arm64): SplitKnockoff_2.1.tgz, r-release (x86_64): SplitKnockoff_2.1.tgz, r-oldrel (x86_64): SplitKnockoff_2.1.tgz
Old sources:	SplitKnockoff archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=SplitKnockoff to link to this page.