Allow on-the-fly vcov adjustment (#35)

* Lower tol for tests

* Fix URL

* Pass ... to summary.fixest

* Rather limit to just vcov and alternatives for safety.

* Update tests

* NEWS and version bump

DESCRIPTION

@@ -1,6 +1,6 @@
 Package: ggfixest
 Title: Dedicated ggplot2 methods for fixest objects
-Version: 0.0.3.9000
+Version: 0.0.3.9001
 Authors@R: 
     c(person(given   = "Grant",
              family  = "McDermott",

NAMESPACE

@@ -6,3 +6,5 @@ export(ggiplot)
 export(iplot_data)
 import(fixest)
 import(ggplot2)
+importFrom(fixest,coefplot)
+importFrom(fixest,iplot)

NEWS.md

@@ -1,12 +1,19 @@
-# ggfixest 0.0.3.9000 (development version)
+# ggfixest 0.0.3.9001 (development version)
 
 ## New features
 
-- The `aggr_es` function now supports numeric sequences for aggregating
-specific period subsets, in addition to the existing keyword strings like "pre"
-or "post". This functionality passes through to the higher order functions that
-call `aggr_es` under the hood. (#33)
-
+- The `aggr_es` function now supports numeric sequences for aggregating a
+specific subset of periods, in addition to the existing keyword strings like
+"pre" or "post". This functionality also passes through to the higher order
+plotting functions that call `aggr_es` under the hood. For example,
+`ggiplot(est, aggr_eff = 6:8)`. (#33)
+- Users can now adjust standard errors for model objects on-the-fly at plot
+time, by passing an appropriate argument, e.g. `ggcoefplot(est, vcov = "hc1")`.
+These on-the-fly adjustments are done via `summary.fixest`, and so the effect is
+just the same as passing an adjusted object directly, e.g.
+`ggcoefplot(summary(est, vcov = "hc1"))`. However, it may prove more convenient
+for simultaneously adjusting a list of multiple models, e.g. 
+`ggcoefplot(list(est1, est2, est3), vcov = "hc1")`. (#35)
 
 # ggfixest 0.0.3
 

R/ggcoefplot.R

@@ -55,6 +55,10 @@
 #'   channel. For example, we can make the CI band lighter with
 #'   `ci.fill.par = list(alpha = 0.2)` (the default alpha is 0.3).
 #'   * `dict` a dictionary for overriding coefficient names.
+#'   * `vcov`, `cluster` or `se` as alternative options for adjusting the
+#'   standard errors of the model object(s) on the fly. See `summary.fixest` for
+#'   details. Written here in superseding order; `cluster` will only be
+#'   considered if `vcov` is not null, etc.
 #' @details These functions generally try to mimic the functionality and (where
 #'   appropriate) arguments of `fixest::coefplot` and `fixest::iplot` as
 #'   closely as possible. However, by leveraging the ggplot2 API and

R/ggiplot.R

@@ -49,6 +49,10 @@ ggiplot = function(
   ref.line.par = list(col = "black", lty = 2, lwd = 0.3)
   if (!is.null(dots[["ref.line.par"]])) ref.line.par = utils::modifyList(ref.line.par, dots[["ref.line.par"]])
 
+  # VCOV adjustments (if any)
+  vcov    = if (!is.null(dots[['vcov']])) dots[['vcov']] else NULL
+  cluster = if (!is.null(dots[['cluster']])) dots[['cluster']] else NULL
+  se      = if (!is.null(dots[['se']])) dots[['se']] else NULL
 
   # The next few blocks grab the underlying iplot/coefplot data, contingent on the
   # object that was passed into the function (i.e. fixest, fixest_multi, or
@@ -58,11 +62,21 @@ ggiplot = function(
   if (inherits(object, c("fixest", "fixest_multi"))) {
 
       if (length(ci_level) == 1) {
-          data = iplot_data_func(object, .ci_level = ci_level, .dict = dict, .aggr_es = aggr_eff, .keep = keep, .drop = drop, .group = group, .i.select = i.select)
+          data = iplot_data_func(
+          	object,
+          	.ci_level = ci_level, .dict = dict, .aggr_es = aggr_eff,
+          	.keep = keep, .drop = drop, .group = group, .i.select = i.select,
+          	.vcov = vcov, .cluster = cluster, .se = se
+          	)
       } else {
           data = lapply(
               ci_level,
-              function(ci_l) iplot_data_func(object, .ci_level = ci_l, .dict = dict, .aggr_es = aggr_eff, .keep = keep, .drop = drop, .group = group, .i.select = i.select)
+              function(ci_l) iplot_data_func(
+              	object,
+              	.ci_level = ci_l, .dict = dict, .aggr_es = aggr_eff,
+              	.keep = keep, .drop = drop, .group = group, .i.select = i.select,
+              	.vcov = vcov, .cluster = cluster, .se = se
+              	)
           )
           data = do.call("rbind", data)
       }
@@ -82,13 +96,18 @@ ggiplot = function(
       if (length(ci_level) == 1) {
           data = lapply(
               object, iplot_data_func,
-              .ci_level = ci_level, .dict = dict, .aggr_es = aggr_eff, .group = group, .i.select = i.select
+              .ci_level = ci_level, .dict = dict, .aggr_es = aggr_eff,
+              .group = group, .i.select = i.select,
+              .vcov = vcov, .cluster = cluster, .se = se
           )
       } else {
           data = lapply(ci_level, function(ci_l) {
-              lapply(object, iplot_data_func,
-                  .ci_level = ci_l,
-                  .dict = dict, .aggr_es = aggr_eff, .group = group, .i.select = i.select
+              lapply(
+              	object, iplot_data_func,
+              	.ci_level = ci_l,
+              	.dict = dict, .aggr_es = aggr_eff,
+              	.group = group, .i.select = i.select,
+              	.vcov = vcov, .cluster = cluster, .se = se
               )
           })
           data = do.call(function(...) Map("rbind", ...), data)

R/iplot_data.R

@@ -42,6 +42,11 @@
 #' aggregated mean treatment effects for some subset of the model should be
 #' added as a column to the returned data frame. Passed to
 #' `aggr_es(..., aggregation = "mean")`.
+#' @param .vcov,.cluster,.se Alternative options for adjusting the standard
+#' errors of the model object on the fly. See `summary.fixest` for details
+#' (although note that the "." period prefix should be ignored in the latter's
+#' argument documentation). Written here in superseding order; `.cluster` will
+#' only be considered if `.vcov` is not null, etc.
 #' @details This function is a wrapper around
 #' `fixest::iplot(..., only.params = TRUE)`, but with various checks and tweaks
 #' to better facilitate plotting with `ggplot2` and handling of complex object
@@ -51,6 +56,7 @@
 #' relative x-axis positions, and other aesthetic information needed to draw
 #' a ggplot2 object.
 #' @import ggplot2
+#' @importFrom fixest coefplot iplot
 #' @export
 #' @examples
 #' library(fixest)
@@ -77,7 +83,10 @@ iplot_data = function(
 		.i.select = 1,
 		# .aggr_es = c("none", "post", "pre", "both"),
 		.aggr_es = NULL,
-		.group = "auto"
+		.group = "auto",
+		.vcov = NULL,
+		.cluster = NULL,
+		.se = NULL
 	) {
 
 	# .aggr_es = match.arg(.aggr_es)
@@ -94,7 +103,16 @@ iplot_data = function(
 		.group = NULL
 	}
 
-  p = fixest::coefplot(object, only.params = TRUE, ci_level = .ci_level, dict = .dict, keep = .keep, drop = .drop, internal.only.i = .internal.only.i, i.select = .i.select)
+	# Catch VCOV adjustments (if any)
+	if (!is.null(.vcov)) {
+		object = summary(object, vcov = .vcov)
+	} else if (!is.null(.cluster)) {
+		object = summary(object, cluster = .cluster)
+	} else if (!is.null(.se)) {
+		object = summary(object, se = .se)
+	}
+
+  p = coefplot(object, only.params = TRUE, ci_level = .ci_level, dict = .dict, keep = .keep, drop = .drop, internal.only.i = .internal.only.i, i.select = .i.select)
   d = p$prms
 
   if (inherits(object, "fixest_multi")) {
@@ -423,9 +441,18 @@ coefplot_data = function(
 	.dict = fixest::getFixest_dict(),
 	.internal.only.i = FALSE,
 	.i.select = 1,
-	.aggr_es = "none"
+	.aggr_es = "none",
+	.vcov = NULL,
+	.cluster = NULL,
+	.se = NULL
 ) {
 
-	iplot_data(object, .ci_level = .ci_level, .dict = .dict, .keep = .keep, .drop = .drop, .internal.only.i = .internal.only.i, .group = .group)
+	iplot_data(
+		object,
+		.ci_level = .ci_level, .dict = .dict,
+		.keep = .keep, .drop = .drop,
+		.internal.only.i = .internal.only.i, .group = .group,
+		.vcov = .vcov, .cluster = .cluster, .se = .se
+		)
 
 	}

README.Rmd

@@ -43,7 +43,7 @@ install.packages("ggfixest", repos = "https://grantmcdermott.r-universe.dev")
 
 ## Quickstart
 
-The [package website](http://grantmcdermott.com/ggfixest)
+The [package website](https://grantmcdermott.com/ggfixest/)
 provides a number of examples in the help documentation. (Also available by
 typing `?ggcoefplot` or `?ggiplot` in your R console.)  But here are a few 
 quickstart examples to whet your appetite.

README.md

@@ -33,7 +33,7 @@ install.packages("ggfixest", repos = "https://grantmcdermott.r-universe.dev")
 
 ## Quickstart
 
-The [package website](http://grantmcdermott.com/ggfixest) provides a
+The [package website](https://grantmcdermott.com/ggfixest/) provides a
 number of examples in the help documentation. (Also available by typing
 `?ggcoefplot` or `?ggiplot` in your R console.) But here are a few
 quickstart examples to whet your appetite.