s3alfisc/wildboottestjlr: Fast Wild Cluster Bootstrap Inference in R via WildBootTests.jl and JuliaConnectoR
wildboottestjlr is an R port to WildBootTests.jl, which performs wild bootstrap-based hypothesis tests in Julia at extreme speed. It is intended mainly for linear models: ordinary least squares (OLS) and instrumental variables/two-stage least squares (IV/2SLS). For an introduction to the wild bootstrap and the algorithms deployed in WildBootTest.jl, see Roodman et al. (2019). Right now, wildboottestjlr allows R users to call functionality in WildBootTests.jl on objects of type lm, fixest, felm and ivreg (from base/stats, fixest, lfe and the ivreg package).
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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