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biona001 / Knockoffs.jl

Variable Selection with Knockoffs
MIT License
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Multiple knockoffs #37

Closed biona001 closed 2 years ago

biona001 commented 2 years ago

This is not fully finished but I need it now so Zihuai can test multiple MVR/ME code.

Todo

  1. Support Lasso
  2. Support SDP/SDP-fast/equi
  3. Unit tests (I did some basic tests on some real and simulated data but I haven't added them in test files)