FXSampler¶
-
class
knockpy.knockoffs.
FXSampler
(X, groups=None, sample_tol=1e-05, S=None, method=None, verbose=False, **kwargs)[source]¶ Bases:
knockpy.knockoffs.KnockoffSampler
Samples FX knockoffs. See the GaussianSampler documentation for description of the arguments.
Methods
check_PSD_condition
(Sigma, S)Checks that the feature-knockoff cov matrix is PSD.
check_xk_validity
(X, Xk[, testname, alpha])Runs a variety of KS tests on X and Xk to (informally) check that Xk are valid knockoffs for X.
fetch_S
()Rescales S to the same scale as the initial X input
many_ks_tests
(sample1s, sample2s)Samples1s, Sample2s = list of arrays Gets p values by running ks tests and then does a multiple testing correction.
Samples knockoffs.
Methods Summary
fetch_S
()Rescales S to the same scale as the initial X input
Samples knockoffs.
Methods Documentation