Package: FAS 1.0.0

Jonas Striaukas

FAS: Factor-Augmented Sparse Regression Tuning-Free Testing

The 'FAS' package implements the bootstrap method for the tuning parameter selection and tuning-free inference on sparse regression coefficient vectors. Currently, the test could be applied to linear and factor-augmented sparse regressions, see Lederer & Vogt (2021, JMLR) <https://www.jmlr.org/papers/volume22/20-539/20-539.pdf> and Beyhum & Striaukas (2023) <arxiv:2307.13364>.

Authors:Jonas Striaukas [cre, aut], Jad Beyhum [aut]

FAS_1.0.0.tar.gz
FAS_1.0.0.tar.gz(r-4.5-noble)FAS_1.0.0.tar.gz(r-4.4-noble)
FAS_1.0.0.tgz(r-4.4-emscripten)FAS_1.0.0.tgz(r-4.3-emscripten)
FAS.pdf |FAS.html
FAS/json (API)

# Install 'FAS' in R:
install.packages('FAS', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • fortran– Runtime library for GNU Fortran applications

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

fortran

1.00 score 1 scripts 191 downloads 2 exports 3 dependencies

Last updated 11 months agofrom:a45c94d39d. Checks:OK: 2. Indexed: no.

TargetResultDate
Doc / VignettesOKDec 06 2024
R-4.5-linux-x86_64OKDec 06 2024

Exports:factorsparsetestlassofit

Dependencies:latticeMatrixpracma