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FAS  

Factor-Augmented Sparse Regression Tuning-Free Testing
View on CRAN: Click here


Download and install FAS package within the R console
Install from CRAN:
install.packages("FAS")

Install from Github:
library("remotes")
install_github("cran/FAS")

Install by package version:
library("remotes")
install_version("FAS", "1.0.0")



Attach the package and use:
library("FAS")
Maintained by
Jonas Striaukas
[Scholar Profile | Author Map]
First Published: 2024-01-10
Latest Update: 2024-01-10
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) and Beyhum & Striaukas (2023) .
How to cite:
Jonas Striaukas (2024). FAS: Factor-Augmented Sparse Regression Tuning-Free Testing. R package version 1.0.0, https://cran.r-project.org/web/packages/FAS. Accessed 22 Feb. 2025.
Previous versions and publish date:
No previous versions
Other packages that cited FAS R package
View FAS citation profile
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Complete documentation for FAS
Functions, R codes and Examples using the FAS R package
Full FAS package functions and examples
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