alpaca: Fit GLM's with High-Dimensional k-Way Fixed Effects

Provides a routine to concentrate out factors with many levels during the optimization of the log-likelihood function of the corresponding generalized linear model (glm). The package is based on the algorithm proposed by Stammann (2018) <arXiv:1707.01815> and is restricted to glm's that are based on maximum likelihood estimation and non-linear. It also offers an efficient algorithm to recover estimates of the fixed effects in a post-estimation routine. The package also includes robust and multi-way clustered standard errors.

Version: 0.2
Depends: R (≥ 3.1.0)
Imports: data.table, Formula, MASS, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr
Published: 2018-07-31
Author: Amrei Stammann [aut, cre], Daniel Czarnowske [aut]
Maintainer: Amrei Stammann <amrei.stammann at hhu.de>
BugReports: https://github.com/amrei-stammann/alpaca/issues
License: GPL-3
URL: https://github.com/amrei-stammann/alpaca
NeedsCompilation: yes
Citation: alpaca citation info
CRAN checks: alpaca results

Downloads:

Reference manual: alpaca.pdf
Vignettes: Replicating an Empirical Example of International Trade
Introduction
Package source: alpaca_0.2.tar.gz
Windows binaries: r-devel: alpaca_0.2.zip, r-release: alpaca_0.2.zip, r-oldrel: alpaca_0.2.zip
OS X binaries: r-release: alpaca_0.2.tgz, r-oldrel: alpaca_0.2.tgz

Linking:

Please use the canonical form https://CRAN.R-project.org/package=alpaca to link to this page.