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
NeedsCompilation: yes
Packaged: 2026-09-15 17:35:20 UTC; richard
Author: Richard Bluhm [aut, cre, cph]
Repository: CRAN
Date/Publication: 2026-09-26 17:00:02 UTC
Built: R 4.5.2; aarch64-apple-darwin20; 2026-09-26 19:29:46 UTC; unix
Archs: fastconley.so.dSYM
