Package: FAS
Type: Package
Title: Factor-Augmented Sparse Regression Tuning-Free Testing
Version: 1.0.0
Authors@R: c(
    person("Jonas", "Striaukas",  role = c("cre","aut"), email =  "jonas.striaukas@gmail.com"),
    person("Jad", "Beyhum",  role = c("aut"),email =  "jad.beyhum@gmail.com"))
Maintainer: Jonas Striaukas <jonas.striaukas@gmail.com>
Description: 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>.
License: GPL (>= 2)
Depends: pracma, Matrix, R (>= 3.5.0)
Imports: stats, graphics, methods
RoxygenNote: 7.2.3
Repository: https://jstriaukas.r-universe.dev
Date/Publication: 2024-01-11 15:54:20 UTC
RemoteUrl: https://github.com/jstriaukas/fas
RemoteRef: HEAD
RemoteSha: 4166f981c84b3dc70730fc3fbc57b98aac64179e
NeedsCompilation: yes
Packaged: 2026-06-22 09:40:22 UTC; root
Author: Jonas Striaukas [cre, aut],
  Jad Beyhum [aut]