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Controls the per-familywise error rate (PFER) given knockoff W-statistics.

selections_control_PFER.Rd

This method was introduced by Janson and Su (2016), while we used the implementation of https://github.com/zhimeir/derandomized_knockoffs_paper/blob/master/R/pfer_filter.R

Usage

selections_control_PFER(W, level)

Arguments

W

a vector of knockoff W-statistics (feature statistics)

level

The nominal level at which to control the PFER.

Value

the selected variables

Details

L. Janson, & W. Su, (2016). Familywise error rate control via knockoffs. Electronic Journal of Statistics, 10(1), 960-975.

Examples

W <- rnorm(100)
selections_control_PFER(W, level=2)
#> [1] 91 71 54