Index

A

apply_pool() (in module knockpy.utilities)

AR1() (in module knockpy.dgp) ARTKSampler (class in knockpy.metro)

B

block_diag_sparse() (in module knockpy.kpytorch.mrcgrad) block_equi_graph() (in module knockpy.dgp)

blockdiag_to_blocks() (in module knockpy.utilities) BlockTSampler (class in knockpy.metro)

C

cache_conditional_proposal_params() (knockpy.metro.MetropolizedKnockoffSampler method) calc_group_sizes() (in module knockpy.utilities) calc_lars_path() (in module knockpy.knockoff_stats) calc_min_group_eigenvalue() (in module knockpy.mac) calc_mineig() (in module knockpy.utilities) calc_mse() (in module knockpy.knockoff_stats) center() (knockpy.metro.MetropolizedKnockoffSampler method) check_PSD_condition() (knockpy.knockoffs.KnockoffSampler method), [1] check_xk_validity() (knockpy.knockoffs.KnockoffSampler method), [1] chol2inv() (in module knockpy.utilities) cholupdate() (in module knockpy.mrc) combine_Z_stats() (in module knockpy.knockoff_stats) compute_acc_prob() (knockpy.metro.MetropolizedKnockoffSampler method)

compute_F() (knockpy.metro.MetropolizedKnockoffSampler method) compute_ggm_threshold() (in module knockpy.ggm) compute_residual_variance() (in module knockpy.knockoff_stats) compute_smatrix() (in module knockpy.smatrix) compute_smatrix_factored() (in module knockpy.smatrix) construct_gibbs_grid() (in module knockpy.dgp) coords2num() (in module knockpy.dgp) cov2blocks() (in module knockpy.dgp) cov2corr() (in module knockpy.utilities) create_correlation_tree() (in module knockpy.dgp) create_grouping() (in module knockpy.dgp) create_proposal_params() (knockpy.metro.MetropolizedKnockoffSampler method) create_sparse_coefficients() (in module knockpy.dgp) cv_score_model() (knockpy.knockoff_stats.FeatureStatistic method)

D

data_dependent_threshhold() (in module knockpy.knockoff_stats) DeepPinkModel (class in knockpy.kpytorch.deeppink) DeepPinkStatistic (class in knockpy.knockoff_stats)

DGP (class in knockpy.dgp) DirichletCorr() (in module knockpy.dgp) discovered_edges() (in module knockpy.ggm) divide_computation() (in module knockpy.smatrix)

E

ErdosRenyi() (in module knockpy.dgp)

estimate_covariance() (in module knockpy.utilities) estimate_factor() (in module knockpy.utilities)

F

FactorModel() (in module knockpy.dgp) FeatureStatistic (class in knockpy.knockoff_stats) fetch_cached_proposal_params() (knockpy.metro.MetropolizedKnockoffSampler method) fetch_group_nonnulls() (in module knockpy.utilities) fetch_proposal_params() (knockpy.metro.MetropolizedKnockoffSampler method) fetch_S() (knockpy.knockoffs.FXSampler method), [1] (knockpy.knockoffs.GaussianSampler method), [1] (knockpy.knockoffs.KnockoffSampler method), [1] (knockpy.metro.BlockTSampler method) (knockpy.metro.GibbsGridSampler method) (knockpy.metro.MetropolizedKnockoffSampler method) fit() (knockpy.knockoff_stats.DeepPinkStatistic method) (knockpy.knockoff_stats.FeatureStatistic method) (knockpy.knockoff_stats.LassoStatistic method) (knockpy.knockoff_stats.MargCorrStatistic method) (knockpy.knockoff_stats.OLSStatistic method) (knockpy.knockoff_stats.RandomForestStatistic method) (knockpy.knockoff_stats.RidgeStatistic method)

fit_lasso() (in module knockpy.knockoff_stats) fit_ridge() (in module knockpy.knockoff_stats) forward() (knockpy.ggm.KnockoffGGM method) (knockpy.knockoff_filter.KnockoffFilter method) (knockpy.kpytorch.deeppink.DeepPinkModel method) (knockpy.kpytorch.mrcgrad.MVRLoss method) FXSampler (class in knockpy.knockoffs), [1]

G

gaussian_log_likelihood() (in module knockpy.metro) GaussianSampler (class in knockpy.knockoffs), [1]

get_ordering() (in module knockpy.metro) GibbsGridSampler (class in knockpy.metro) graph2cliques() (in module knockpy.dgp)

K

KnockoffFilter (class in knockpy.knockoff_filter) KnockoffGGM (class in knockpy.ggm) KnockoffSampler (class in knockpy.knockoffs), [1] knockpy.dgp module knockpy.ggm module knockpy.knockoff_filter module knockpy.knockoff_stats module knockpy.knockoffs module

knockpy.kpytorch.deeppink module knockpy.kpytorch.mrcgrad module knockpy.mac module knockpy.metro module knockpy.mrc module knockpy.smatrix module knockpy.utilities module

L

LassoStatistic (class in knockpy.knockoff_stats) lf() (knockpy.metro.MetropolizedKnockoffSampler method)

lf_ratio() (knockpy.metro.MetropolizedKnockoffSampler method) log_q12() (knockpy.metro.MetropolizedKnockoffSampler method)

M

make_selections() (knockpy.knockoff_filter.KnockoffFilter method) many_ks_tests() (knockpy.knockoffs.KnockoffSampler method), [1] MargCorrStatistic (class in knockpy.knockoff_stats) maxent_loss() (in module knockpy.mrc) merge_groups() (in module knockpy.smatrix) MetropolizedKnockoffSampler (class in knockpy.metro) mmi_loss() (in module knockpy.mrc) module knockpy.dgp knockpy.ggm knockpy.knockoff_filter knockpy.knockoff_stats knockpy.knockoffs knockpy.kpytorch.deeppink knockpy.kpytorch.mrcgrad knockpy.mac knockpy.metro knockpy.mrc knockpy.smatrix knockpy.utilities

mvr_loss() (in module knockpy.mrc) MVRLoss (class in knockpy.kpytorch.mrcgrad)

N

NestedAR1() (in module knockpy.dgp)

num2coords() (in module knockpy.dgp)

O

OLSStatistic (class in knockpy.knockoff_stats)

optimize() (knockpy.kpytorch.mrcgrad.PSGDSolver method)

P

parse_logistic_flag() (in module knockpy.knockoff_stats) parse_method() (in module knockpy.smatrix) parse_y_dist() (in module knockpy.knockoff_stats) PartialCorr() (in module knockpy.dgp) permute_matrix_by_groups() (in module knockpy.utilities) predict() (knockpy.kpytorch.deeppink.DeepPinkModel method)

preprocess_groups() (in module knockpy.utilities) produce_FX_knockoffs() (in module knockpy.knockoffs), [1] produce_MX_gaussian_knockoffs() (in module knockpy.knockoffs) project() (knockpy.kpytorch.mrcgrad.MVRLoss method) PSGDSolver (class in knockpy.kpytorch.mrcgrad) pull_S() (knockpy.kpytorch.mrcgrad.MVRLoss method)

Q

q_ll() (knockpy.metro.MetropolizedKnockoffSampler method)

R

random_permutation_inds() (in module knockpy.utilities)

RandomForestStatistic (class in knockpy.knockoff_stats) RidgeStatistic (class in knockpy.knockoff_stats)

S

sample_ar1t() (in module knockpy.dgp) sample_block_tmvn() (in module knockpy.dgp) sample_data() (knockpy.dgp.DGP method) sample_gibbs() (in module knockpy.dgp) sample_knockoffs() (knockpy.knockoff_filter.KnockoffFilter method) (knockpy.knockoffs.FXSampler method), [1] (knockpy.knockoffs.GaussianSampler method), [1] (knockpy.knockoffs.KnockoffSampler method) (knockpy.metro.BlockTSampler method) (knockpy.metro.GibbsGridSampler method) (knockpy.metro.MetropolizedKnockoffSampler method) sample_proposals() (knockpy.metro.MetropolizedKnockoffSampler method) sample_response() (in module knockpy.dgp) scale_sqrt_S() (knockpy.kpytorch.mrcgrad.MVRLoss method) scale_until_PSD() (in module knockpy.utilities)

score_model() (knockpy.knockoff_stats.FeatureStatistic method) seqstep_plot() (knockpy.knockoff_filter.KnockoffFilter method) shift_until_PSD() (in module knockpy.utilities) solve_ciknock() (in module knockpy.mrc) solve_equicorrelated() (in module knockpy.mac) solve_group_SDP() (in module knockpy.mac) solve_maxent() (in module knockpy.mrc) solve_maxent_factored() (in module knockpy.mrc) solve_mmi() (in module knockpy.mrc) solve_mrc_psgd() (in module knockpy.kpytorch.mrcgrad) solve_mvr() (in module knockpy.mrc) solve_mvr_factored() (in module knockpy.mrc) solve_SDP() (in module knockpy.mac) swap_feature_importances() (knockpy.knockoff_stats.FeatureStatistic method) swap_path_feature_importances() (knockpy.knockoff_stats.FeatureStatistic method)

T

t_log_likelihood() (in module knockpy.metro)

t_markov_loglike() (in module knockpy.metro) t_mvn_loglike() (in module knockpy.metro)

U

UniformDot() (in module knockpy.dgp)

update_sqrt_S() (knockpy.kpytorch.mrcgrad.MVRLoss method)

W

Wishart() (in module knockpy.dgp)