fastconley: Fast Conley Standard Errors for 'lfe' and 'fixest' Models
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.
| Version: |
0.11.1 |
| Depends: |
R (≥ 4.0) |
| Imports: |
data.table, Rcpp, stats |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Suggests: |
fixest, knitr, lfe, rmarkdown, testthat (≥ 3.0.0) |
| Published: |
2026-09-26 |
| DOI: |
10.32614/CRAN.package.fastconley (may not be active yet) |
| Author: |
Richard Bluhm [aut, cre, cph] |
| Maintainer: |
Richard Bluhm <richard.bluhm at gmail.com> |
| BugReports: |
https://github.com/rbluhm/fastconley/issues |
| License: |
MIT + file LICENSE |
| URL: |
https://github.com/rbluhm/fastconley,
https://rbluhm.github.io/fastconley/ |
| NeedsCompilation: |
yes |
| Materials: |
README, NEWS |
| CRAN checks: |
fastconley results |
Documentation:
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