Gaussian MX-knockoffs for continuous variables

Gaussian MX-knockoffs for continuous variables

Usage

knockoffs_mx(X)

Arguments

X

data.frame (or tibble) with "numeric" columns only. The number of columns, ncol(X) needs to be > 2.

Value

Second-order multivariate Gaussian knockoff copy of X

Details

knockoffs_mx performs MX knockoff simulation.

Examples

#' library(knockofftools)

set.seed(1)

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

Xk <- knockoffs_mx(X)