speed.R
In lfe: Linear Group Fixed Effects

## ----echo=FALSE---------------------------------------------------------------
cores <- as.integer(Sys.getenv("SG_RUN"))
if (is.na(cores)) options(lfe.threads = 1)

## -----------------------------------------------------------------------------
library(lfe)
set.seed(42)
x <- rnorm(100000)
f1 <- sample(10000, length(x), replace = TRUE)
f2 <- sample(10000, length(x), replace = TRUE)
y <- x + cos(f1) + log(f2 + 1) + rnorm(length(x), sd = 0.5)

## -----------------------------------------------------------------------------
system.time(est <- felm(y ~ x | f1 + f2))

## -----------------------------------------------------------------------------
system.time(alpha <- getfe(est))

## -----------------------------------------------------------------------------
f2 <- sample(300, length(x), replace = TRUE)
y <- x + cos(f1) + log(f2 + 1) + rnorm(length(x), sd = 0.5)
system.time(est <- felm(y ~ x | f1 + f2))
system.time(alpha <- getfe(est))

## -----------------------------------------------------------------------------
f2 <- (f1 + sample(10, length(x), replace = TRUE)) %% 300
y <- x + cos(f1) + log(f2 + 1) + rnorm(length(x), sd = 0.5)
system.time(est <- felm(y ~ x | f1 + f2))
system.time(alpha <- getfe(est))

## -----------------------------------------------------------------------------
system.time(est <- felm(y ~ x + factor(f2) | f1))
system.time(alpha <- getfe(est))

## -----------------------------------------------------------------------------
f2 <- (f1 + sample(10, length(x), replace = TRUE)^3) %% 300
y <- x + cos(f1) + log(f2 + 1) + rnorm(length(x), sd = 0.5)
system.time(est <- felm(y ~ x | f1 + f2))
system.time(alpha <- getfe(est))
nlevels(est[["cfactor"]])

## ----tidy=FALSE---------------------------------------------------------------
library(igraph)
mkgraph <- function(f1, f2) {
  graph.edgelist(cbind(paste("f1", f1), paste("f2", f2)), directed = FALSE)
}

appxdiam <- function(g) max(shortest.paths(g, sample(V(g), 10), sample(V(g), 10)))
f2 <- sample(10000, length(x), replace = TRUE)
appxdiam(mkgraph(f1, f2))
f2 <- (f1 + sample(5, length(x), replace = TRUE)^3) %% 300
appxdiam(mkgraph(f1, f2))
f2 <- (f1 + sample(5, length(x), replace = TRUE)) %% 300
appxdiam(mkgraph(f1, f2))