Other packages > Find by keyword >

FarmSelect  

Factor Adjusted Robust Model Selection
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("FarmSelect", "1.0.2")



Attach the package and use:
library("FarmSelect")
Maintained by
Koushiki Bose
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-01-17
Latest Update:
Description:
Implements a consistent model selection strategy for high dimensional sparse regression when the covariate dependence can be reduced through factor models. By separating the latent factors from idiosyncratic components, the problem is transformed from model selection with highly correlated covariates to that with weakly correlated variables. It is appropriate for cases where we have many variables compared to the number of samples. Moreover, it implements a robust procedure to estimate distribution parameters wherever possible, hence being suitable for cases when the underlying distribution deviates from Gaussianity. See the paper on the 'FarmSelect' method, Fan et al.(2017) , for detailed description of methods and further references.
How to cite:
Koushiki Bose (2018). FarmSelect: Factor Adjusted Robust Model Selection. R package version 1.0.2, https://cran.r-project.org/web/packages/FarmSelect. Accessed 28 Oct. 2026.
Previous versions and publish date:
1.0.0 (2018-01-17 13:56), 1.0.1 (2018-01-30 19:07), 1.0.2 (2018-04-19 23:46), (2026-07-09 08:04)
Other packages that cited FarmSelect R package
View FarmSelect citation profile
Other R packages that FarmSelect depends, imports, suggests or enhances
Complete documentation for FarmSelect
Functions, R codes and Examples using the FarmSelect R package
Some associated functions: FarmSelect . farm.res . farm.select . print.farm.select . 
Some associated R codes: FarmSelect-package.R . RcppExports.R . main_funcs.R .  Full FarmSelect package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

ncdf4  
Interface to Unidata netCDF (Version 4 or Earlier) Format Data Files
Provides a high-level R interface to data files written using Unidata's netCDF library (version 4 or ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
NPHazardRate  
Nonparametric Hazard Rate Estimation
Provides functions and examples for histogram, kernel (classical, variable bandwidth and transformat ...
Download / Learn more Package Citations See dependency  
msamp  
Estimate Sample Size to Detect Bacterial Contamination in a Product Lot
Estimates the sample size needed to detect microbial contamination in a lot with a user-specified d ...
Download / Learn more Package Citations See dependency  
cats  
Cohort Platform Trial Simulation
Cohort plAtform Trial Simulation whereby every cohort consists of two arms, control and experimenta ...
Download / Learn more Package Citations See dependency  

29,218

R Packages

247,686

Dependencies

77,281

Author Associations

29,219

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA