Package: fwildclusterboot Title: Fast Wild Cluster Bootstrap Inference for Linear Models Version: 0.14.3 Authors@R: c( person("Alexander", "Fischer", , "alexander-fischer1801@t-online.de", role = c("aut", "cre")), person("David", "Roodman", role = "aut"), person("Megha", "Joshi", role = "rev", comment = "Megha reviewed the package (v. 0.13) for ropensci , see " ), person("Eunseop", "Kim", role = "rev", comment = "Eunseop reviewed the package (v. 0.13) for ropensci , see " ), person("Achim", "Zeileis", role = "ctb", comment = "Author of included sandwich fragments"), person("Nathaniel", "Graham", role = "ctb", comment = "Contributor to included sandwich fragments"), person("Susanne", "Koell", role = "ctb", comment = "Contributor to included sandwich fragments"), person("Laurent", "Berge", role = "ctb", comment = "Author of included fixest fragments"), person("Sebastian", "Krantz", role = "ctb") ) Description: Implementation of fast algorithms for wild cluster bootstrap inference developed in 'Roodman et al' (2019, 'STATA' Journal, ) and 'MacKinnon et al' (2022), which makes it feasible to quickly calculate bootstrap test statistics based on a large number of bootstrap draws even for large samples. Multiple bootstrap types as described in 'MacKinnon, Nielsen & Webb' (2022) are supported. Further, 'multiway' clustering, regression weights, bootstrap weights, fixed effects and 'subcluster' bootstrapping are supported. Further, both restricted ('WCR') and unrestricted ('WCU') bootstrap are supported. Methods are provided for a variety of fitted models, including 'lm()', 'feols()' (from package 'fixest') and 'felm()' (from package 'lfe'). Additionally implements a 'heteroskedasticity-robust' ('HC1') wild bootstrap. Last, the package provides an R binding to 'WildBootTests.jl', which provides additional speed gains and functionality, including the 'WRE' bootstrap for instrumental variable models (based on models of type 'ivreg()' from package 'ivreg') and hypotheses with q > 1. License: GPL-3 URL: https://s3alfisc.github.io/fwildclusterboot/ BugReports: https://github.com/s3alfisc/fwildclusterboot/issues/ Imports: collapse, dqrng, dreamerr, Formula, generics, gtools, JuliaConnectoR, Matrix, Rcpp, rlang, summclust Suggests: bench, broom, clubSandwich, covr, data.table, fabricatr, fixest, gt, ivreg, knitr, lfe, lmtest, modelsummary, rmarkdown, sandwich, testthat (>= 3.0.0), tibble, MASS LinkingTo: Rcpp, RcppArmadillo, RcppEigen VignetteBuilder: knitr Config/testthat/edition: 3 Encoding: UTF-8 Language: en-US LazyData: true Roxygen: list(markdown = TRUE, roclets = c ("namespace", "rd", "srr::srr_stats_roclet")) RoxygenNote: 7.2.3 SystemRequirements: Version Requirements to run the wild bootstrap through Julia - Julia (>= 1.8), WildBootTests.jl (>=0.9.8). Julia is downloadable via the official Julia website (https://julialang.org/downloads/), WildBootTests.jl via Julia's package manager (https://docs.julialang.org/en/v1/stdlib/Pkg/) or its github repository (https://github.com/droodman/WildBootTests.jl) Repository: https://s3alfisc.r-universe.dev Date/Publication: 2023-09-12 21:14:23 UTC RemoteUrl: https://github.com/s3alfisc/fwildclusterboot RemoteRef: HEAD RemoteSha: 336bb574eba169ac0183317f01d0564791d8122f NeedsCompilation: yes Packaged: 2026-06-24 09:37:26 UTC; root Author: Alexander Fischer [aut, cre], David Roodman [aut], Megha Joshi [rev] (Megha reviewed the package (v. 0.13) for ropensci , see ), Eunseop Kim [rev] (Eunseop reviewed the package (v. 0.13) for ropensci , see ), Achim Zeileis [ctb] (Author of included sandwich fragments), Nathaniel Graham [ctb] (Contributor to included sandwich fragments), Susanne Koell [ctb] (Contributor to included sandwich fragments), Laurent Berge [ctb] (Author of included fixest fragments), Sebastian Krantz [ctb] Maintainer: Alexander Fischer