Description: Functions to implement K Nearest Neighbor forecasting using a weighted similarity metric tailored to the problem of forecasting univariate time series where recent observations, seasonal patterns, and exogenous predictors are all relevant in predicting future observations of the series in question. For more information on the formulation of this similarity metric please see Trupiano (2021) <arXiv:2112.06266>.

Author: Rina Foygel Barber, Emmanuel Candes, Evan Patterson
Description: The knockoff filter is a procedure for controlling the false
see the website below and the accompanying paper.

Author: Rina Barber, Emmanuel Candes, Evan Patterson
Description: The knockoff filter for controlling the false discovery rate

Title: Knockoff Filter for Controlling the False Discovery Rate

Title: The Knockoff Filter for Controlled Variable Selection
Description: The knockoff filter is a general procedure for controlling the false discovery rate (FDR)
For more information, see the website below and the accompanying paper: Candes et al.,

comment="Development of the original Fixed-X Knockoffs"),
comment="Development of Model-X Knockoffs and original Fixed-X Knockoffs"),
comment="Original R package for the original Fixed-X Knockoffs"),
comment="R package for Model-X Knockoffs", email="msesia@stanford.edu"))
"Panning for Gold: Model-X Knockoffs for High-dimensional Controlled Variable Selection",
Imports: Rdsdp, Matrix, corpcor, glmnet, RSpectra, gtools, utils
Author: Rina Foygel Barber [ctb] (Development of the original Fixed-X
Emmanuel Candes [ctb] (Development of Model-X Knockoffs and original
Lucas Janson [ctb] (Development of Model-X Knockoffs),
Evan Patterson [aut] (Original R package for the original Fixed-X
Matteo Sesia [aut, cre] (R package for Model-X Knockoffs)

comment="Earlier R package for the original Fixed-X Knockoffs"),
comment="R package for Model-X Knockoffs", email="sesia@marshall.usc.edu"))
"Panning for gold: model-X knockoffs for high-dimensional controlled variable selection",
Suggests: knitr, testthat, rmarkdown, lars, ranger, stabs, RPtests,
Evan Patterson [aut] (Earlier R package for the original Fixed-X