just to show diff in quf.cpp

.Rbuildignore

@@ -15,3 +15,5 @@
 ^_AUTO_BENCHMARK$
 ^CONTRIBUTORS\.md$
 ^.vscode
+^dev$
+^vscode-install.r$

DESCRIPTION

@@ -1,7 +1,7 @@
 Package: fixest
 Type: Package
 Title: Fast Fixed-Effects Estimations
-Version: 0.10.6
+Version: 0.11.0
 Authors@R:
     c(person(given = "Laurent",
              family = "Berge",
@@ -15,19 +15,18 @@ Authors@R:
              role = "ctb",
              email = "grantmcd@uoregon.edu",
              comment = c(ORCID = "0000-0001-7883-8573")))
-Imports: stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, Rcpp(>= 1.0.5), dreamerr(>= 1.2.3)
+Imports: stats, graphics, grDevices, tools, utils, methods, numDeriv, nlme, sandwich, dreamerr(>= 1.2.3)
 Suggests: knitr, rmarkdown, data.table, plm, MASS, pander, ggplot2, lfe, tinytex, pdftools
-LinkingTo: Rcpp
+LinkingTo: cpp11
+SystemRequirements: C++11
 Depends: R(>= 3.5.0)
 Description: Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), generalized linear models (GLM) and the negative binomial.
     The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Berge (2018) <https://wwwen.uni.lu/content/download/110162/1299525/file/2018_13>.
     Further provides tools to export and view the results of several estimations with intuitive design to cluster the standard-errors.
 License: GPL-3
 BugReports: https://github.com/lrberge/fixest/issues
 URL: https://lrberge.github.io/fixest/, https://github.com/lrberge/fixest
-SystemRequirements: C++11
 VignetteBuilder: knitr
 LazyData: true
 RoxygenNote: 7.1.2
-Roxygen: list(markdown = TRUE)
 Encoding: UTF-8

NAMESPACE

@@ -21,6 +21,8 @@ export(check_conv_feols)
 export(did_means)
 # graph
 export(coefplot, iplot)
+# small funs
+export(coeftable, se, tstat, pvalue)
 # dof
 export(dof, ssc, degrees_freedom)
 # Lag related
@@ -29,34 +31,15 @@ export(panel, unpanel, f, l, d, lag_fml)
 export(i, bin, ref)
 # macro
 export(xpd)
-# multiple estimations
-export(models)
 # utilities
 export(to_integer, demean, obs)
-export(as.dict)
 # setters & getters
 exportPattern("^(s|g)etFixest")
 
-# coeftable and co
-export(coeftable, se, pvalue, tstat)
-S3method(coeftable, default)
-S3method(coeftable, fixest)
-S3method(coeftable, fixest_multi)
-S3method(se, default)
-S3method(se, matrix)
-S3method(se, fixest)
-S3method(se, fixest_multi)
-S3method(pvalue, default)
-S3method(pvalue, fixest)
-S3method(pvalue, fixest_multi)
-S3method(tstat, default)
-S3method(tstat, fixest)
-S3method(tstat, fixest_multi)
-
 # VCOV funs
 export(vcov_cluster, vcov_DK, vcov_NW, vcov_conley)
 
-# Data manipulation
+# other stuff
 export(n_unik, osize, sample_df)
 
 # dsb
@@ -82,6 +65,7 @@ S3method("[", fixest_panel) # Lag related
 # fixest_multi
 S3method("[", fixest_multi)
 S3method("[[", fixest_multi)
+S3method("$", fixest_multi)
 S3method(print, fixest_multi)
 S3method(summary, fixest_multi)
 S3method(as.list, fixest_multi)
@@ -147,8 +131,7 @@ export(estfun, bread)
 
 importFrom(stats, cor, dnorm, lm, nlminb, optim,
 			  pnorm, qnorm, as.formula, var, sd, formula,
-			  na.omit, model.frame, "na.pass", poisson, pt, hatvalues,
-			  quasibinomial)
+			  na.omit, model.frame, "na.pass", poisson, pt, hatvalues)
 
 # stats methods
 importFrom(stats, model.matrix, sigma, deviance, weights, terms,

NEWS.md

@@ -1,190 +1,4 @@
 
-# fixest 0.10.5
-
-## Bug fixes
-
- - fix bug in function `coef()` leading to methods to throw errors in R devel. Thanks to @vincentarelbundock for reporting ([#291](https://github.com/lrberge/fixest/issues/291)).
-
- - fix bug in the `predict` method when applied to objects estimated with `feNmlm`. Thanks again to @vincentarelbundock for reporting ([#292](https://github.com/lrberge/fixest/issues/292))! 
-
- - fix missing variable names in the VCOV matrix of `feNmlm` models. Thanks (yet again!) to @vincentarelbundock for reporting ([#293](https://github.com/lrberge/fixest/issues/293)). Comme on dit : jamais deux sans trois !
-
- - fix display bug in cluster names in `etable`. 
-
- - fix bug in IV estimations with no exogenous variable and no fixed-effect (thanks to Kyle Butts [#296](https://github.com/lrberge/fixest/issues/296)).
-
- - fix bug panel vs panel.id behaving differently in terms of default type of VCOV when the estimation did not contained lags. 
-
- - fix bug in `confint.fixest` when only one variable was estimated (thanks to @joachim-gassen [#296](https://github.com/lrberge/fixest/issues/296)).
-
- - fix several bugs in predict when using `i()`, in particular when used in combination with a factor or `poly()` (reported by @rfbressan [#301](https://github.com/lrberge/fixest/issues/301)).
-
- - fix bug in `etable` relating to ampersands not being correctly escaped.
-
-## New functions
-
- - new function `degrees_freedom_iid` which is a more user-friendly version of `degrees_freedom`.
-
-## Multiple estimations
-
- - new internal algorithm leading to an object very much like a plain list, much easier to interact with.
-
- - new function `models` to extract the matrix of informing on which model has been estimated.
-
- - in multiple estimations: all warnings are turned to notes and all notes are delayed and stacked.
-
- - `coef.fixest_multi`: Now reports the model of each estimation in the first columns. Also gains the arguments `collin`, `long` (to display the results in a long format) and `na.rm`.
-
- - new methods: `coeftable.fixest_multi`, `se.fixest_multi`, `tstat.fixest_multi`, `pvalue.fixest_multi` to easily extract the results from multiple estimations.
-
-## xpd
-
- - new argument `add` to facilitate adding elements to the formula.
-
- - new argument `frame` to tell where to fetch the values of the variables expanded with the dot square bracket operator.
-
- - regex values can be negated: just start with a `!`:
-```R
-xpd(am ~ ..("!^am"), data = mtcars)
-#> am ~ mpg + cyl + disp + hp + drat + wt + qsec + vs + gear + carb
-```
-
- - auto-completion of variables names is now enabled with the '..' suffix.
-```R
-base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
-xpd(y ~ x.., data = base)
-#> y ~ x1 + x2 + x3
-feols(y ~ x.., base)
-#> OLS estimation, Dep. Var.: y
-#> Observations: 150 
-#> Standard-errors: IID 
-#>              Estimate Std. Error  t value   Pr(>|t|)    
-#> (Intercept)  1.855997   0.250777  7.40098 9.8539e-12 ***
-#> x1           0.650837   0.066647  9.76538  < 2.2e-16 ***
-#> x2           0.709132   0.056719 12.50248  < 2.2e-16 ***
-#> x3          -0.556483   0.127548 -4.36293 2.4129e-05 ***
-#> ---
-#> Signif. codes:  0 '***' 0.001 '**' 0.01 '*' 0.05 '.' 0.1 ' ' 1
-#> RMSE: 0.310327   Adj. R2: 0.855706
-```
-
- - when using `xpd` in non-fixest functions, the algorithm tries to guess the `data` so that calls to `..("regex")` or auto-completion can be used seamlessly.
-```R
-lm(xpd(y ~ x..), base)
-#> Call:
-#> lm(formula = xpd(y ~ x..), data = base)
-#> 
-#> Coefficients:
-#> (Intercept)           x1           x2           x3  
-#>      1.8560       0.6508       0.7091      -0.5565 
-```
-
- - the dot-square-bracket operator in `xpd` also expands one-sided formulas:
-```R
-x_all = ~sepal + petal
-xpd(color ~ .[x_all])
-#> color ~ sepal + petal
-```
-
-## etable
-
- - in the argument `fitstat`, the formula is now automatically expanded with `xpd`. This means that you can set fit statistics macro which can be summoned from `etable`. Useful to set default fit statistics for: IVs, GLMs, etc.
- ```R
-base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
-est = feols(y ~ csw(x.[,1:3]), base)
-
-# setting the macro
-setFixest_fml(..fit_ols = ~ n + ar2 + my)
-
-# summoning it
-etable(est, fitstat = ~..fit_ols)
-#>                             est.1              est.2               est.3
-#> Dependent Var.:                 y                  y                   y
-#>                                                                         
-#> Constant        6.526*** (0.4789)  2.249*** (0.2480)   1.856*** (0.2508)
-#> x1               -0.2234 (0.1551) 0.5955*** (0.0693)  0.6508*** (0.0667)
-#> x2                                0.4719*** (0.0171)  0.7091*** (0.0567)
-#> x3                                                   -0.5565*** (0.1275)
-#> _______________ _________________ __________________ ___________________
-#> S.E. type                     IID                IID                 IID
-#> Observations                  150                150                 150
-#> Adj. R2                   0.00716            0.83800             0.85571
-#> Dep. Var. mean             5.8433             5.8433              5.8433
- ```
- - now there is support for models with no coefficient (only fixed-effects).
-
- - the application of markdown markup is now more robust and can also be escaped with a backslash. The escaping has been ported to c++.
-
-## coeftable
-
- - it gains the argument `list`. If `TRUE`, then the result is returned in a list form. Useful in Rmarkdown documents for quick reference to specific values.
-```R
-est = feols(mpg ~ cyl + drat + wt, mtcars)
-ct = coeftable(est, list = TRUE)
-ct$constant$coef
-#> Estimate 
-#> 39.76766 
-ct$wt$se
-#> Std. Error 
-#>  0.8293065
-```
-
-## All estimations
-
- - arguments `split` and `fsplit` gain the `%keep%` and `%drop%` operators which allow to split the sample only on a subset of elements. All estimations also gain the arguments `split.keep` and `split.drop` which do the same thing as the previous operators.
-```
-base = setNames(iris, c("y", "x1", "x2", "x3", "species"))
-est = feols(y ~ x.[1:3], base, fsplit = ~species %keep% c("set", "vers"))
-etable(est)
-#>                              model 1            model 2            model 3
-#> Sample (species)         Full sample             setosa         versicolor
-#> Dependent Var.:                    y                  y                  y
-#>                                                                           
-#> (Intercept)        1.856*** (0.2508)  2.352*** (0.3929)  1.896*** (0.5071)
-#> x1                0.6508*** (0.0667) 0.6548*** (0.0925)   0.3869. (0.2045)
-#> x2                0.7091*** (0.0567)    0.2376 (0.2080) 0.9083*** (0.1654)
-#> x3               -0.5565*** (0.1275)    0.2521 (0.3469)   -0.6792 (0.4354)
-#> ________________ ___________________ __________________ __________________
-#> S.E. type                        IID                IID                IID
-#> Observations                     150                 50                 50
-#> R2                           0.85861            0.57514            0.60503
-#> Adj. R2                      0.85571            0.54743            0.57927
-```
-
-## Other
-
- - remove warnings when a binomial family is used with weights in `feglm`.
-
- - add the arguments `y`, `X`, `weights`, `endo`, `inst` to the function `est_env` to make it more user-friendly.
-
- - fix documentation typos (thanks to Caleb Kwon).
-
- - `etable` now returns a `data.frame` whose first column is the variables names (before this was contained in the row names).
-
- - fix environment problems when `lean = TRUE`, leading to large objects when saved on disk.
-
- - `print.fixest` now displays the information on the sample/subset/offset/weights.
-
- - add a new way to create dictionaries with `as.dict`:
-```R
-x = "
-# Main vars
-mpg: Miles per gallon
-hp: Horsepower
-
-# Categorical variables
-cyl: Number of cylinders; vs: Engine"
-
-as.dict(x)
-#>                   mpg                    hp                   cyl                    vs 
-#>    "Miles per gallon"          "Horsepower" "Number of cylinders"              "Engine" 
-
-# setFixest_dict works directly with x
-setFixest_dict(x)
-```
-- `setFixest_dict`: i) now the dictionary only grows, ii) you can define variables directly in the arguments of `setFixest_dict`, iii) `as.dict` is applied to the dictionary if relevant, iv) there's a new argument `reset`.
-
-
 # fixest 0.10.4
 
 ## Hot fix