Other packages > Find by keyword >

fastconley  

Fast Conley Standard Errors for 'lfe' and 'fixest' Models
View on CRAN: Click here


Download and install fastconley package within the R console
Install from CRAN:
install.packages("fastconley")

Install from Github:
library("remotes")
install_github("cran/fastconley")

Install by package version:
library("remotes")
install_version("fastconley", "0.11.1")



Attach the package and use:
library("fastconley")
Maintained by
Richard Bluhm
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-09-26
Latest Update: 2026-09-26
Description:
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.
How to cite:
Richard Bluhm (2026). fastconley: Fast Conley Standard Errors for 'lfe' and 'fixest' Models. R package version 0.11.1, https://cran.r-project.org/web/packages/fastconley. Accessed 24 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited fastconley R package
View fastconley citation profile
Other R packages that fastconley depends, imports, suggests or enhances
Complete documentation for fastconley
Functions, R codes and Examples using the fastconley R package
Full fastconley package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

FDRsampsize  
Compute Sample Size that Meets Requirements for Average Power and FDR
Defines a collection of functions to compute average power and sample size for studies that use the ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
forecastHybrid  
Convenient Functions for Ensemble Time Series Forecasts
Convenient functions for ensemble forecasts in R combining approaches from the 'forecast' package. ...
Download / Learn more Package Citations See dependency  
magicfor  
Magic Functions to Obtain Results from for Loops
Magic functions to obtain results from for loops. ...
Download / Learn more Package Citations See dependency  
givitiR  
The GiViTI Calibration Test and Belt
Functions to assess the calibration of logistic regression models with the GiViTI (Gruppo Italiano p ...
Download / Learn more Package Citations See dependency  
climwin  
Climate Window Analysis
Contains functions to detect and visualise periods of climate sensitivity (climate windows) for a g ...
Download / Learn more Package Citations See dependency  

29,080

R Packages

247,686

Dependencies

77,281

Author Associations

29,081

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA