fixest - Fast Fixed-Effects Estimations
Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), instrumental variables (IV), generalized linear models (GLM), maximum likelihood estimation (ML), and the negative binomial. The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Bergé, Butts, McDermott (2026) <doi:10.48550/arXiv.2601.21749>. Further provides tools to export and view the results of several estimations with intuitive design to change the standard-errors.
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cppopenmp
16.14 score 445 stars 31 dependents 8.4k scripts 63k downloadsstringmagic - Character String Operations and Interpolation, Magic Edition
Performs complex string operations compactly and efficiently. Supports string interpolation jointly with over 50 string operations. Also enhances regular string functions (like grep() and co). See an introduction at <https://lrberge.github.io/stringmagic/>.
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interpolationstringcpp
10.18 score 17 stars 43 dependents 40 scripts 49k downloadsdreamerr - Error Handling Made Easy
Set of tools to facilitate package development and make R a more user-friendly place. Mostly for developers (or anyone who writes/shares functions). Provides a simple, powerful and flexible way to check the arguments passed to functions. The developer can easily describe the type of argument needed. If the user provides a wrong argument, then an informative error message is prompted with the requested type and the problem clearly stated--saving the user a lot of time in debugging.
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9.21 score 28 stars 41 dependents 20 scripts 48k downloadsfplot - Automatic Distribution Graphs Using Formulas
Easy way to plot regular/weighted/conditional distributions by using formulas. The core of the package concerns distribution plots which are automatic: the many options are tailored to the data at hand to offer the nicest and most meaningful graphs possible -- with no/minimum user input. Further provide functions to plot conditional trends and box plots. See <https://lrberge.github.io/fplot/> for more information.
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cpp
5.03 score 18 stars 12 scripts 241 downloadshdd - Easy Manipulation of Out of Memory Data Sets
Hard drive data: Class of data allowing the easy importation/manipulation of out of memory data sets. The data sets are located on disk but look like in-memory, the syntax for manipulation is similar to 'data.table'. Operations are performed "chunk-wise" behind the scene. See <https://lrberge.github.io/hdd/> for more information.
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4.92 score 14 stars 12 scripts 199 downloadsHDclassif - High Dimensional Supervised Classification and Clustering
Discriminant analysis and data clustering methods for high dimensional data, based on the assumption that high-dimensional data live in different subspaces with low dimensionality proposing a new parametrization of the Gaussian mixture model which combines the ideas of dimension reduction and constraints on the model.
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4.70 score 1 stars 1 dependents 112 scripts 705 downloadsindexthis - Quick Indexation
Quick indexation of any type of vector or of any combination of those. Indexation turns a vector into an integer vector going from 1 to the number of unique elements. Indexes are important building blocks for many algorithms. The method is described at <https://github.com/lrberge/indexthis/>.
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cpp
3.70 score 5 stars 4 scripts 249 downloadsFENmlm - Fixed Effects Nonlinear Maximum Likelihood Models
Efficient estimation of maximum likelihood models with multiple fixed-effects. Standard-errors can easily and flexibly be clustered and estimations exported.
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cppopenmp
2.80 score 63 scripts 221 downloads