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FAS

Factor-Augmented Sparse Regression Tuning-Free Testing

v1.0.0 · Jan 10, 2024 · GPL (>= 2)

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>.

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2 NOTE
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r-devel-linux-x86_64-debian-clang NOTE
r-devel-linux-x86_64-debian-gcc NOTE
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-macos-arm64 OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
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r-oldrel-windows-x86_64 OK
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NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Jonas Striaukas <jonas.striaukas@gmail.com>’

The Description field contains
  Striaukas (2023) <arXiv:2307.13364>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Jonas Striaukas <jonas.striaukas@gmail.com>’

The Description field contains
  Striaukas (2023) <arXiv:2307.13364>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Additional Issues

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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-devel-linux-x86_64-debian-clang

CRAN incoming feasibility

Maintainer: ‘Jonas Striaukas <jonas.striaukas@gmail.com>’

The Description field contains
  Striaukas (2023) <arXiv:2307.13364>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.
NOTE r-devel-linux-x86_64-debian-gcc

CRAN incoming feasibility

Maintainer: ‘Jonas Striaukas <jonas.striaukas@gmail.com>’

The Description field contains
  Striaukas (2023) <arXiv:2307.13364>.
Please refer to arXiv e-prints via their arXiv DOI <doi:10.48550/arXiv.YYMM.NNNNN>.

Dependency Network

Dependencies Reverse dependencies pracma Matrix FAS

Version History

new 1.0.0 Mar 10, 2026