kko: Kernel Knockoffs Selection for Nonparametric Additive Models
A variable selection procedure, dubbed KKO, for nonparametric additive model with finite-sample false discovery rate control guarantee. The method integrates three key components: knockoffs, subsampling for stability, and random feature mapping for nonparametric function approximation. For more information, see the accompanying paper: Dai, X., Lyu, X., & Li, L. (2021). “Kernel Knockoffs Selection for Nonparametric Additive Models”. arXiv preprint <arXiv:2105.11659>.
Version: |
1.0.1 |
Depends: |
R (≥ 3.6.3) |
Imports: |
grpreg, knockoff, doParallel, parallel, foreach, ExtDist |
Suggests: |
knitr, rmarkdown, ggplot2 |
Published: |
2022-02-01 |
Author: |
Xiaowu Dai [aut],
Xiang Lyu [aut, cre],
Lexin Li [aut] |
Maintainer: |
Xiang Lyu <xianglyu at berkeley.edu> |
License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
NeedsCompilation: |
no |
CRAN checks: |
kko results |
Documentation:
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