Knockoffs for general covariate data frames

Usage

knockoff(X, method = "seq", ...)

Arguments

X: data.frame (or tibble) with "numeric" and "factor" columns only. The number of columns, ncol(X) needs to be > 2.
method: what type of knockoffs to calculate. Defaults to sequential knockoffs, method="seq", which works for both numeric and factor variables. The other options are method="sparseseq", which is the sparse sequential knockoff generation algorithm, and method="mx", which only works if all columns of X are continuous.
...: additional parameters passed to the downstream knockoffs generating functions

Value

knockoff copy of X

Examples

library(knockofftools)

set.seed(1)

X <- generate_X(n=100, p=6, p_b=2, cov_type="cov_equi", rho=0.5)

# sequential knockoff:
Xk <- knockoff(X)

X <- generate_X(n=100, p=6, p_b=0, cov_type="cov_equi", rho=0.5)

# MX-knockoff:
Xk <- knockoff(X, method="mx")