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>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling source/ R- | FAS_1.0.0.tar.gz |
14.8 KiB |
1.0.0 |
latest source/ R- | FAS_1.0.0.tar.gz |
14.8 KiB |
1.0.0 |
2026-04-23 source/ R- | FAS_1.0.0.tar.gz |
14.8 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | FAS_1.0.0.zip |
289.2 KiB |