Package: kosel 0.0.1

Clemence Karmann

kosel: Variable Selection by Revisited Knockoffs Procedures

Performs variable selection for many types of L1-regularised regressions using the revisited knockoffs procedure. This procedure uses a matrix of knockoffs of the covariates independent from the response variable Y. The idea is to determine if a covariate belongs to the model depending on whether it enters the model before or after its knockoff. The procedure suits for a wide range of regressions with various types of response variables. Regression models available are exported from the R packages 'glmnet' and 'ordinalNet'. Based on the paper linked to via the URL below: Gegout A., Gueudin A., Karmann C. (2019) <arxiv:1907.03153>.

Authors:Clemence Karmann [aut, cre], Aurelie Gueudin [aut]

kosel_0.0.1.tar.gz
kosel_0.0.1.tar.gz(r-4.5-noble)kosel_0.0.1.tar.gz(r-4.4-noble)
kosel_0.0.1.tgz(r-4.4-emscripten)kosel_0.0.1.tgz(r-4.3-emscripten)
kosel.pdf |kosel.html✨
kosel/json (API)

# Install 'kosel' in R:
install.packages('kosel', repos = 'https://cloud.r-project.org')

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.00 score 121 downloads 3 exports 11 dependencies

Last updated 6 years agofrom:887cd64506. Checks:3 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 28 2025
R-4.5-linuxOKMar 28 2025
R-4.4-linuxOKMar 28 2025

Exports:ko.glmko.ordinalko.sel

Dependencies:codetoolsforeachglmnetiteratorslatticeMatrixordinalNetRcppRcppEigenshapesurvival

Citation

To cite package ‘kosel’ in publications use:

Karmann C, Gueudin A (2019). kosel: Variable Selection by Revisited Knockoffs Procedures. R package version 0.0.1, https://CRAN.R-project.org/package=kosel.

Corresponding BibTeX entry: 

  @Manual{,
    title = {kosel: Variable Selection by Revisited Knockoffs
      Procedures},
    author = {Clemence Karmann and Aurelie Gueudin},
    year = {2019},
    note = {R package version 0.0.1},
    url = {https://CRAN.R-project.org/package=kosel},
  }