Package: FAS 1.0.0

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.zip(r-4.7-x86_64)FAS_1.0.0.zip(r-4.7-arm64)FAS_1.0.0.zip(r-4.6-x86_64)FAS_1.0.0.zip(r-4.6-arm64)FAS_1.0.0.zip(r-4.5-x86_64)
FAS_1.0.0.tgz(r-4.6-x86_64)FAS_1.0.0.tgz(r-4.6-arm64)FAS_1.0.0.tgz(r-4.5-x86_64)FAS_1.0.0.tgz(r-4.5-arm64)
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✨
DESCRIPTION
card.svg |card.png
FAS/json (API)

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

Bug tracker:https://github.com/jstriaukas/fas/issues

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

On CRAN:

Conda:

fortran

2.70 score 1 scripts 300 downloads 2 exports 3 dependencies

Last updated from:4166f981c8. Checks:14 OK, 1 WARNING. Indexed: yes.

TargetResultTimeFilesSyslog
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linux-devel-x86_64OK106
source / vignettesOK244
linux-release-arm64OK208
linux-release-x86_64OK202
macos-release-arm64OK131
macos-release-x86_64OK251
macos-oldrel-arm64OK87
macos-oldrel-x86_64OK164
windows-devel-arm64OK206
windows-devel-x86_64OK122
windows-release-arm64WARNING208
windows-release-x86_64OK268
windows-oldrel-x86_64OK116
wasm-releaseOK215

Exports:factorsparsetestlassofit

Dependencies:latticeMatrixpracma