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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 |
| Reference manual: | fastconley.html , fastconley.pdf |
| Vignettes: |
Conley standard errors with fastconley (source, R code) |
| Package source: | fastconley_0.11.1.tar.gz |
| Windows binaries: | r-devel: not available, r-release: not available, r-oldrel: not available |
| macOS binaries: | r-release (arm64): fastconley_0.11.1.tgz, r-oldrel (arm64): fastconley_0.11.1.tgz, r-release (x86_64): fastconley_0.11.1.tgz, r-oldrel (x86_64): fastconley_0.11.1.tgz |
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