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-4.7-arm64)FAS_1.0.0.tar.gz(r-4.7-x86_64)FAS_1.0.0.tar.gz(r-4.6-arm64)FAS_1.0.0.tar.gz(r-4.6-x86_64)
FAS_1.0.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
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 from:a45c94d39d. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel-arm64 | OK | 113 | ||
| linux-devel-x86_64 | OK | 105 | ||
| source / vignettes | OK | 225 | ||
| linux-release-arm64 | OK | 121 | ||
| linux-release-x86_64 | OK | 108 | ||
| wasm-release | OK | 97 |
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 |
