New package fwildclusterboot with initial version 0.12.1
Package: fwildclusterboot
Title: Fast Wild Cluster Bootstrap Inference for Linear Models
Version: 0.12.1
Description: Implementation of fast algorithms for wild cluster bootstrap
inference developed in 'Roodman et al' (2019, 'STATA' Journal,
<doi:10.1177/1536867X19830877>) and 'MacKinnon et al' (2022),
which makes it feasible to quickly calculate bootstrap test
statistics based on a large number of bootstrap draws even for
large samples. Multiple bootstrap types as described in 'MacKinnon,
Nielsen & Webb' (2022) are supported.
Further, 'multiway' clustering, regression weights,
bootstrap weights, fixed effects and 'subcluster' bootstrapping
are supported. Further, both restricted ('WCR') and unrestricted
('WCU') bootstrap are supported. Methods are provided for a variety
of fitted models, including 'lm()', 'feols()'
(from package 'fixest') and 'felm()' (from package 'lfe').
Additionally implements a 'heteroskedasticity-robust' ('HC1') wild
bootstrap.
Further, the package provides an R binding to 'WildBootTests.jl',
which provides additional speed gains and functionality,
including the 'WRE' [...truncated...]
URL: https://s3alfisc.github.io/fwildclusterboot/
BugReports: https://github.com/s3alfisc/fwildclusterboot/issues/
License: GPL-3
Imports: collapse, dreamerr, Formula, generics, dqrng, gtools, Matrix,
JuliaConnectoR, MASS, Rcpp, summclust
Suggests: fixest, lfe, ivreg, clubSandwich, lmtest, data.table,
fabricatr, covr, knitr, rmarkdown, broom, modelsummary, bench,
testthat (>= 3.0.0), tibble, sandwich
Encoding: UTF-8
LazyData: true
LinkingTo: Rcpp,RcppArmadillo, RcppEigen
VignetteBuilder: knitr
Language: en-US
SystemRequirements: Version Requirements to run the wild bootstrap
through Julia - Julia (>= 1.7), WildBootTests.jl (>=0.8.1).
Julia is downloadable via the official Julia website
(https://julialang.org/downloads/), WildBootTests.jl via
Julia's package manager
(https://docs.julialang.org/en/v1/stdlib/Pkg/) or its github
repository (https://github.com/droodman/WildBootTests.jl)
NeedsCompilation: yes
Packaged: 2022-11-20 09:13:29 UTC; alexa
Author: Alexander Fischer [aut, cre],
David Roodman [aut],
Achim Zeileis [ctb] ,
Nathaniel Graham [ctb] ,
Susanne Koell [ctb] ,
Laurent Berge [ctb] ,
Sebastian Krantz [ctb]
Maintainer: Alexander Fischer <alexander-fischer1801@t-online.de>
Repository: CRAN
Date/Publication: 2023-01-23 14:00:06 UTC
More information about fwildclusterboot at CRAN
Permanent link