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:
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')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 10 months agofrom:a45c94d39d. Checks:OK: 2. Indexed: no.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Oct 07 2024 |
| R-4.5-linux-x86_64 | OK | Oct 07 2024 |
Exports:factorsparsetestlassofit
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| FAS | FAS-package FAS |
| Test of the factor model against factor augmented sparse alternative | factorsparsetest |
| Fits effective noise of LASSO regressions | lassofit |
