This R package selects variables in linear regression and Gaussian graphical model with FDR under control.
- You can find package vignette in the vignettes fold
You can install the package using
install.packates('devtools')
devtools::install_github("Jeremy690/DSfdr/DSfdr")To install with vignettes, using
devtools::install_github("Jeremy690/DSfdr/DSfdr", build_vignettes = TRUE)The vignettes takes approximately 5 mins to knit.
If you encounter error or would like to provide feedback, please use Github -> Issues to reach us. Thank you!
We have created a new github repo to reproduce all the results in the main text of the paper False Discovery Rate Control via Data Splitting.