merge.clusters

<p>Merge consecutive clusters of correlated variables while ensuring 
that no cluster has size larger than max.size</p>

internal

The knockoff filter is a general procedure for controlling the false discovery rate (FDR)
when performing variable selection.
For more information, see the website below and the accompanying paper: Candes et al.,
"Panning for gold: model-X knockoffs for high-dimensional controlled variable selection",
J. R. Statist. Soc. B (2018) 80, 3, pp. 551-577.

Matteo Sesia

knockoff

The Knockoff Filter for Controlled Variable Selection

Rina Foygel Barber

Emmanuel Candes

Lucas Janson

Evan Patterson

merge.clusters function

Merge consecutive clusters of correlated variables while ensuring 
that no cluster has size larger than max.size — merge.clusters

Merge consecutive clusters of correlated variables while ensuring 
that no cluster has size larger than max.size

merge.clusters: Merge consecutive clusters of correlated variables while ensuring that no cluster has size larger than max.size

Description

Usage

Arguments