A package for fast fixed-effects algorithms.

Package Structures

The package is structurally similar to most packages using Rcpp, with src directories containing all C/C++ codes. However, we also provide cmake support, with which we can build and debug a pure C++ package using whatever tool chains convenient.


The library provides the following primitives to solve a fixed effect system:

Once solved, one can use the following two primitives to predict based on a solved system:

We also plan to expose some higher level functions simplifying some everyday usage. Those functions will be merely a thin wrapper of those primitives, and can be implemented in pure R without performance hits.

xuyiqing/fastplm documentation built on Nov. 5, 2019, 12:30 p.m.