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

Usage

selections_control_kFWER(W, level, k)

Arguments

W

a vector of knockoff W-statistics (feature statistics)

level

The nominal level at which to control the k-FWER.

k

a positive integer corresponding to k-FWER (multiple testing when one seeks to control at least k false discoveries)

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_kFWER(W, level=0.1, k=5)
#>  [1]  2 10 59 30  8 77 58 86 74 54 72 39 49