Title: The T-Knock filter for fast high-dimensional variable selection with FDR control

Description: It performs variable selection in high-dimensional settings where the number of variables is potentially higher than the number of observations (data points) while controlling the FDR at a user-defined target level. The T-Knock filter paper is available at https://arxiv.org/abs/2110.06048.

Before installing the tknock package, you need to install the required tlars package with:

install.packages("devtools")
devtools::install_github("jasinmachkour/tlars")

You can install the tknock package with:

devtools::install_github("jasinmachkour/tknock")