Last updated: 2018-02-02

Code version: f5466d5

Knockoff setting

        fdp.BH   fdp.Knockoff       power.BH power.Knockoff 
    0.15789474     0.08333333     0.53333333     0.73333333

With small signals

Warning in beta[nonzero] <- pmin(large.cutoff, pmax(-large.cutoff,
rnorm(k, : number of items to replace is not a multiple of replacement
length
              fdp.BH         fdp.Knockoff             power.BH 
          0.34782609           0.00000000           0.15000000 
      power.Knockoff       power.large.BH power.large.Knockoff 
          0.11000000           0.54545455           0.45454545 
      power.small.BH power.small.Knockoff 
          0.03846154           0.01282051

With strong correlations

        fdp.BH   fdp.Knockoff       power.BH power.Knockoff 
     0.3870968      0.0000000      0.6333333      0.0000000

Session information

sessionInfo()
R version 3.4.3 (2017-11-30)
Platform: x86_64-apple-darwin15.6.0 (64-bit)
Running under: macOS High Sierra 10.13.2

Matrix products: default
BLAS: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRblas.0.dylib
LAPACK: /Library/Frameworks/R.framework/Versions/3.4/Resources/lib/libRlapack.dylib

locale:
[1] en_US.UTF-8/en_US.UTF-8/en_US.UTF-8/C/en_US.UTF-8/en_US.UTF-8

attached base packages:
[1] stats     graphics  grDevices utils     datasets  methods   base     

other attached packages:
[1] knockoff_0.3.0

loaded via a namespace (and not attached):
 [1] Rcpp_0.12.14     lattice_0.20-35  codetools_0.2-15 foreach_1.4.4   
 [5] glmnet_2.0-13    digest_0.6.14    rprojroot_1.3-2  RSpectra_0.12-0 
 [9] grid_3.4.3       backports_1.1.2  git2r_0.21.0     magrittr_1.5    
[13] evaluate_0.10.1  stringi_1.1.6    Matrix_1.2-12    rmarkdown_1.8   
[17] iterators_1.0.9  tools_3.4.3      stringr_1.2.0    Rdsdp_1.0.4-2   
[21] yaml_2.1.16      compiler_3.4.3   htmltools_0.3.6  knitr_1.18

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