Changelog

ZKnock 1.0.4 (2024-09-28)

• Added generate_X, generate_y, generate_lp, and generate_Weib functions to generate simulation data.
• Added create.seq and create.sparse_seq functions to generate Sequential knockoffs.
• Added perf_eval function to evaluate TDR and FDR.

ZKnock 1.0.3 (2024-09-27)

• Added agg_Avg, agg_BH, and agg_Freq functions to perform multiple knockoff procedures.
• Revised knockoff.filter to accept aggregate functions as an argument.

ZKnock 1.0.2 (2024-09-17)

• Added create.pls.knockoff and create.zpls.knockoff functions.

ZKnock 1.0.1 (2024-08-15)

• Added create.knockoff, a function to generate multiple knockoff samples.
• Added create.pc.knockoff, a function for generating knockoffs using a principal component construction algorithm.
• Added stat.SHAP function.

ZKnock 1.0.0 (2024-05-01)

• knockoff.filter now accepts a family argument, which is passed to statistics functions like stat.glmnet_coefdiff.