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) doi:10.48550/arXiv.2307.13364.
- Version1.0.0
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- Last release01/10/2024
Team
Jonas Striaukas
Jad Beyhum
Show author detailsRolesAuthor
Insights
Last 30 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Last 365 days
The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.
Data provided by CRAN
Binaries
Dependencies
- Depends2 packages