| canonicalSVD |
singular value decomposition |
| cv_all |
calculate the CV optimal beta |
| cv_screen |
calculate the CV optimal beta and estimated support set |
| hittingpoint |
hitting point calculator on a given path |
| normc |
default normalization function for matrix |
| select |
split knockoff selector given W statistics |
| sk.create |
generate split knockoff copies |
| sk.decompose |
make SVD as well as orthogonal complements |
| sk.filter |
split Knockoff filter for structural sparsity problem |
| sk.W_fixed |
W statistics generator based on a fixed beta(lambda) = hat beta |
| sk.W_path |
W statistics generator based on the beta(lambda) from a split LASSO path |
| threshold |
compute the threshold for variable selection |
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