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-4.5)FAS_1.0.0.zip(r-4.4)FAS_1.0.0.zip(r-4.3)
FAS_1.0.0.tgz(r-4.4-x86_64)FAS_1.0.0.tgz(r-4.4-arm64)FAS_1.0.0.tgz(r-4.3-x86_64)FAS_1.0.0.tgz(r-4.3-arm64)
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://jstriaukas.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

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

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

On CRAN:

fortran

2.70 score 1 scripts 160 downloads 2 exports 3 dependencies

Last updated 1 years agofrom:4166f981c8. Checks:9 OK. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKJan 10 2025
R-4.5-win-x86_64OKJan 10 2025
R-4.5-linux-x86_64OKJan 10 2025
R-4.4-win-x86_64OKJan 10 2025
R-4.4-mac-x86_64OKJan 10 2025
R-4.4-mac-aarch64OKJan 10 2025
R-4.3-win-x86_64OKJan 10 2025
R-4.3-mac-x86_64OKJan 10 2025
R-4.3-mac-aarch64OKJan 10 2025

Exports:factorsparsetestlassofit

Dependencies:latticeMatrixpracma