False Discovery Rate Python Packages

nonconform

Conformal Anomaly Detection & Change-Point Detection

beamfeat

Interpretable feature construction with false-discovery-rate guarantees. Beam search + permutation tests/knockoffs, as scikit-learn estimators.

jsharpe

Statistical inference for Sharpe ratios: probabilistic Sharpe ratio, minimum track record length, and FDR/FWER corrections for screening many strategies

unquad

Conformal Anomaly Detection & Change-Point Detection

knockofforigins

A Python implementation of the "Controlling the False Discovery Rate via Knockoffs" paper from 2015, designed to provide tools for generating knockoff features and applying controlled variable selection techniques in high-dimensional data settings.

tfnbs

Unified Python framework for permutation-based statistical inference on brain connectivity networks (NBS, TFNBS, cNBS, NI-TFNBS, FBC-TFNBS, GLM, ComBat)