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Ordinary least squares, two-stage least squares, Poisson and logit regressions with any number of high-dimensional fixed effects, interactions of fixed effects, varying slopes, weights and iid, heteroskedasticity-robust (HC1, HC2, HC3), multiway-clustered, CRV3, Newey-West, Driscoll-Kraay or Conley standard errors. The formula syntax, arguments, results and methods follow the 'fixest' package and reproduce its estimates. The computations run in a parallel 'Rust' library that eliminates the largest fixed effect exactly and solves for the others by preconditioned conjugate gradient.
| Version: | 0.4.0 |
| Depends: | R (≥ 4.2) |
| Imports: | stats |
| Suggests: | fixest, testthat (≥ 3.0.0), data.table, generics, Matrix |
| Published: | 2026-10-22 |
| DOI: | 10.32614/CRAN.package.fereg |
| Author: | Leo Liu [aut, cre, cph],
Authors of the bundled Rust crates [ctb, cph] (see inst/AUTHORS for
each crate's authors and license) fereg author details |
| Maintainer: | Leo Liu <auleo.liu at gmail.com> |
| BugReports: | https://github.com/leoliu0/fereg/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/leoliu0/fereg |
| NeedsCompilation: | yes |
| SystemRequirements: | Cargo (Rust's package manager), rustc (>= 1.85) |
| Materials: | README |
| CRAN checks: | fereg results |
| Reference manual: | fereg.html , fereg.pdf |
| Package source: | fereg_0.4.0.tar.gz |
| Windows binaries: | r-devel: fereg_0.4.0.zip, r-release: fereg_0.4.0.zip, r-oldrel: fereg_0.4.0.zip |
| macOS binaries: | r-release (arm64): fereg_0.4.0.tgz, r-oldrel (arm64): fereg_0.4.0.tgz, r-release (x86_64): fereg_0.4.0.tgz, r-oldrel (x86_64): fereg_0.4.0.tgz |
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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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