R: Split Knockoffs for Structural Sparsity

# Split Knockoffs for Structural Sparsity

## Documentation for package ‘SplitKnockoff’ version 2.1

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

canonicalSVD | singular value decomposition
cv_all | calculate the CV optimal beta
cv_screen | calculate the CV optimal beta and estimated support set
hittingpoint | hitting point calculator on a given path
normc | default normalization function for matrix
select | split knockoff selector given W statistics
sk.create | generate split knockoff copies
sk.decompose | make SVD as well as orthogonal complements
sk.filter | split Knockoff filter for structural sparsity problem
sk.W_fixed | W statistics generator based on a fixed beta(lambda) = hat beta
sk.W_path | W statistics generator based on the beta(lambda) from a split LASSO path
threshold | compute the threshold for variable selection