Package: fastconley
Type: Package
Title: Fast Conley Standard Errors for 'lfe' and 'fixest' Models
Version: 0.11.1
Authors@R: person("Richard", "Bluhm", email = "richard.bluhm@gmail.com",
                  role = c("aut", "cre", "cph"))
Maintainer: Richard Bluhm <richard.bluhm@gmail.com>
Description: Conley (1999) <doi:10.1016/S0304-4076(98)00084-0> spatial
        heteroscedasticity and autocorrelation consistent (HAC)
        standard errors for fixed effects panel and cross-sectional
        models estimated with felm() from the 'lfe' package (ordinary
        least squares and instrumental variables) or with feols(),
        feglm(), and fepois() from the 'fixest' package.
        Instrumental-variable support is limited to ordinary two-stage
        least squares. Generalized linear model fits use the
        M-estimation sandwich built from the stored scores and inverse
        Hessian. The spatial path uses score accumulation, a
        three-dimensional cell-grid neighbour search, and compressed
        sparse row neighbour lists instead of dense distance matrices,
        yielding large speedups over the original 'conley' package
        <https://github.com/rbluhm/conley> on big cross-sections and
        high-dimensional regressions.
License: MIT + file LICENSE
URL: https://github.com/rbluhm/fastconley,
        https://rbluhm.github.io/fastconley/
BugReports: https://github.com/rbluhm/fastconley/issues
Encoding: UTF-8
Depends: R (>= 4.0)
Imports: data.table, Rcpp, stats
Suggests: fixest, knitr, lfe, rmarkdown, testthat (>= 3.0.0)
LinkingTo: Rcpp, RcppArmadillo
VignetteBuilder: knitr
Config/roxygen2/version: 8.0.0
Repository: https://rbluhm.r-universe.dev
Date/Publication: 2026-09-26 21:58:26 UTC
RemoteUrl: https://github.com/rbluhm/fastconley
RemoteRef: HEAD
RemoteSha: f25053f6c6010cceb646f033fdbd989ab9f518f9
NeedsCompilation: yes
Packaged: 2026-09-27 10:26:09 UTC; root
Author: Richard Bluhm [aut, cre, cph]