v0.5.0

pachadotdev · May 26, 2024 · 342ceea · 342ceea
1 parent bb177b8
commit 342ceea
Show file tree

Hide file tree

Showing 36 changed files with 273 additions and 229 deletions.
diff --git a/DESCRIPTION b/DESCRIPTION
@@ -2,7 +2,7 @@ Package: capybara
 Type: Package
 Title: Fast and Memory Efficient Fitting of Linear Models With High-Dimensional
     Fixed Effects
-Version: 0.4.6
+Version: 0.5.0
 Authors@R: c(
     person(
         given = "Mauricio",

diff --git a/NEWS.md b/NEWS.md
@@ -1,3 +1,8 @@
+# capybara 0.5.0
+
+* Avoids for loops in the C++ code, and instead uses Armadillo's functions.
+* O(n) computations in C++ access data directly by using pointers.
+
 # capybara 0.4.6
 
 * Fixes notes from tidyselect regarding the use of `all_of()`.

diff --git a/README.Rmd b/README.Rmd
@@ -74,8 +74,9 @@ See the documentation in progress: https://pacha.dev/capybara.
 
 ## Design choices
 
-Capybara uses C++ to address some bottlenecks. It also uses data.table because
-it allows me to use hash tables.
+Capybara uses C++ and vectorized R operations to address bottlenecks. Some
+parts of the code use dplyr, which allows me to write code that is easier to
+understand and it works very well to performed grouped operations.
 
 I tried to implement an important lesson between v0.1 and v0.2: "He who gives up
 [code] safety for [code] speed deserves neither." (Wickham, 2014).
@@ -110,8 +111,7 @@ UofT's servers a bit less.
 
 ## Future plans
 
-I will also work on adding a RESET test to summaries as default and make
-clustered standard errors computation a bit easier.
+I will also work on adding a RESET test to summaries.
 
 This also needs lots of tests. There are a few in the dev folder, but I need
 to test with testthat.
@@ -123,19 +123,19 @@ Median time for the different models in the book
 
 |package      |    PPML| Trade Diversion| Endogeneity| Reverse Causality| Non-linear/Phasing Effects| Globalization|
 |:------------|-------:|---------------:|-----------:|-----------------:|--------------------------:|-------------:|
-|Alpaca       | 213.4ms|            2.3s|       1.35s|             1.86s|                      2.59s|         4.96s|
-|Base R       |   1.5m |           1.53m|      23.43m|            23.52m|                     23.16m|        24.85m|
-|**Capybara** | 337ms  |           3.19s|       1.37s|             1.74s|                      2.66s|         4.65s|
-|Fixest       |  67.4ms|        477.08ms|     95.88ms|          136.21ms|                   206.12ms|      415.31ms|
+|Alpaca       | 346.4ms|           2.52s|       1.51s|            1.9s  |                      2.96s|         5.57s|
+|Base R       |   1.5m |           1.53m|      23.43m|           23.52m |                     23.16m|        24.85m|
+|**Capybara** |   440ms|           2.86s|       1.92s|            2.29s |                      2.94s|         4.46s|
+|Fixest       |  64.9ms|           503ms|    106.14ms|          145.04ms|                   243.61ms|       524.7ms|
 
 Memory allocation for the same models
 
-|package      |     PPML| Trade Diversion| Endogeneity| Reverse Causality| Non-linear/Phasing Effects| Globalization|
-|:------------|--------:|---------------:|-----------:|-----------------:|--------------------------:|-------------:|
-|Alpaca       | 304.8MB |         339.8MB|     306.3MB|          335.61MB|                   393.86MB|      539.49MB|
-|Base R       |   2.73GB|           2.6GB|      11.9GB|           11.94GB|                    11.95GB|       11.97GB|
-|**Capybara** | 210MB   |           235MB|       241MB|             249MB|                      263MB|         299MB|
-|Fixest       |  44.59MB|         36.59MB|      28.1MB|           32.43MB|                    41.12MB|       62.87MB|
+|package      |    PPML| Trade Diversion| Endogeneity| Reverse Causality| Non-linear/Phasing Effects| Globalization|
+|:------------|-------:|---------------:|-----------:|-----------------:|--------------------------:|-------------:|
+|Alpaca       |   306MB|         340.8MB|     306.4MB|           335.9MB|                    394.6MB|       541.3MB|
+|Base R       |   2.7GB|           2.6GB|      11.9GB|           11.92GB|                    11.95GB|       11.97GB|
+|**Capybara** |   210MB|           235MB|       241MB|             249MB|                      263MB|         299MB|
+|Fixest       |  44.4MB|          36.4MB|      27.9MB|            32.2MB|                     40.9MB|        62.7MB|
 
 # Debugging
 

diff --git a/README.md b/README.md
@@ -65,8 +65,10 @@ See the documentation in progress: <https://pacha.dev/capybara>.
 
 ## Design choices
 
-Capybara uses C++ to address some bottlenecks. It also uses data.table
-because it allows me to use hash tables.
+Capybara uses C++ and vectorized R operations to address bottlenecks.
+Some parts of the code use dplyr, which allows me to write code that is
+easier to understand and it works very well to performed grouped
+operations.
 
 I tried to implement an important lesson between v0.1 and v0.2: “He who
 gives up \[code\] safety for \[code\] speed deserves neither.” (Wickham,
@@ -104,8 +106,7 @@ UofT’s servers a bit less.
 
 ## Future plans
 
-I will also work on adding a RESET test to summaries as default and make
-clustered standard errors computation a bit easier.
+I will also work on adding a RESET test to summaries.
 
 This also needs lots of tests. There are a few in the dev folder, but I
 need to test with testthat.
@@ -118,19 +119,19 @@ Analysis](https://www.wto.org/english/res_e/publications_e/advancedguide2016_e.h
 
 | package      |    PPML | Trade Diversion | Endogeneity | Reverse Causality | Non-linear/Phasing Effects | Globalization |
 | :----------- | ------: | --------------: | ----------: | ----------------: | -------------------------: | ------------: |
-| Alpaca       | 213.4ms |            2.3s |       1.35s |             1.86s |                      2.59s |         4.96s |
+| Alpaca       | 346.4ms |           2.52s |       1.51s |              1.9s |                      2.96s |         5.57s |
 | Base R       |    1.5m |           1.53m |      23.43m |            23.52m |                     23.16m |        24.85m |
-| **Capybara** |   337ms |           3.19s |       1.37s |             1.74s |                      2.66s |         4.65s |
-| Fixest       |  67.4ms |        477.08ms |     95.88ms |          136.21ms |                   206.12ms |      415.31ms |
+| **Capybara** |   440ms |           2.86s |       1.92s |             2.29s |                      2.96s |         4.46s |
+| Fixest       |  64.9ms |           503ms |    106.14ms |          145.04ms |                   243.61ms |       524.7ms |
 
 Memory allocation for the same models
 
-| package      |    PPML | Trade Diversion | Endogeneity | Reverse Causality | Non-linear/Phasing Effects | Globalization |
-| :----------- | ------: | --------------: | ----------: | ----------------: | -------------------------: | ------------: |
-| Alpaca       | 304.8MB |         339.8MB |     306.3MB |          335.61MB |                   393.86MB |      539.49MB |
-| Base R       |  2.73GB |           2.6GB |      11.9GB |           11.94GB |                    11.95GB |       11.97GB |
-| **Capybara** |   210MB |           235MB |       241MB |             249MB |                      263MB |         299MB |
-| Fixest       | 44.59MB |         36.59MB |      28.1MB |           32.43MB |                    41.12MB |       62.87MB |
+| package      |   PPML | Trade Diversion | Endogeneity | Reverse Causality | Non-linear/Phasing Effects | Globalization |
+| :----------- | -----: | --------------: | ----------: | ----------------: | -------------------------: | ------------: |
+| Alpaca       |  306MB |         340.8MB |     306.4MB |           335.9MB |                    394.6MB |       541.3MB |
+| Base R       |  2.7GB |           2.6GB |      11.9GB |           11.92GB |                    11.95GB |       11.97GB |
+| **Capybara** |  210MB |           235MB |       241MB |             249MB |                      263MB |         299MB |
+| Fixest       | 44.4MB |          36.4MB |      27.9MB |            32.2MB |                     40.9MB |        62.7MB |
 
 # Debugging
 

diff --git a/docs/404.html b/docs/404.html
diff --git a/docs/LICENSE.html b/docs/LICENSE.html
diff --git a/docs/articles/index.html b/docs/articles/index.html
diff --git a/docs/articles/intro.html b/docs/articles/intro.html
diff --git a/docs/authors.html b/docs/authors.html
diff --git a/docs/index.html b/docs/index.html
diff --git a/docs/news/index.html b/docs/news/index.html
diff --git a/docs/pkgdown.yml b/docs/pkgdown.yml
@@ -3,5 +3,5 @@ pkgdown: 2.0.7
 pkgdown_sha: ~
 articles:
   intro: intro.html
-last_built: 2024-05-19T23:41Z
+last_built: 2024-05-26T04:05Z
 
diff --git a/docs/reference/apes.html b/docs/reference/apes.html