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Merge pull request #11 from TsaiLintung/double
0.9.9 (Double)
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‎.DS_Store

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‎.Rbuildignore

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^development
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^\.github$
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^cran-comments\.md$
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^LICENSE\.md$
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^_pkgdown\.yml$
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^docs$
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^pkgdown$

‎.github/workflows/pkgdown.yaml

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# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples
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# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
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on:
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push:
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branches: [main, master]
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pull_request:
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branches: [main, master]
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release:
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types: [published]
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workflow_dispatch:
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name: pkgdown.yaml
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permissions: read-all
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jobs:
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pkgdown:
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runs-on: ubuntu-latest
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# Only restrict concurrency for non-PR jobs
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concurrency:
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group: pkgdown-${{ github.event_name != 'pull_request' || github.run_id }}
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env:
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GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
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permissions:
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contents: write
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steps:
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- uses: actions/checkout@v4
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- uses: r-lib/actions/setup-pandoc@v2
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- uses: r-lib/actions/setup-r@v2
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with:
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use-public-rspm: true
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- uses: r-lib/actions/setup-r-dependencies@v2
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with:
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extra-packages: any::pkgdown, local::.
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needs: website
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- name: Build site
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run: pkgdown::build_site_github_pages(new_process = FALSE, install = FALSE)
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shell: Rscript {0}
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- name: Deploy to GitHub pages 🚀
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if: github.event_name != 'pull_request'
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uses: JamesIves/[email protected]
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with:
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clean: false
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branch: gh-pages
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folder: docs

‎.github/workflows/test-coverage.yaml

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name: Run tests and upload coverage
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on:
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push:
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branches: [main, master]
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pull_request:
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branches: [main, master]
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jobs:
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test:
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name: Run tests and collect coverage
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runs-on: ubuntu-latest
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steps:
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- name: Checkout
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uses: actions/checkout@v4
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with:
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fetch-depth: 0
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- name: Set up Node
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uses: actions/setup-node@v4
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- name: Install dependencies
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run: npm install
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- name: Run tests
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run: npx jest --coverage
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- name: Upload results to Codecov
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uses: codecov/codecov-action@v4
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with:
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token: ${{ secrets.CODECOV_TOKEN }}

‎.gitignore

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#interactive stuff
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*development/old
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*development/output
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*development/output
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docs
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inst/doc

‎DESCRIPTION

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Package: fastdid
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Type: Package
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Title: lightning-fast staggered Difference-in-Difference estimators
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Version: 0.9.4
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Date: 2024-08-05
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Title: Fast Staggered Difference-in-Difference Estimators
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Version: 0.9.9
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Date: 2024-09-08
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Authors@R: c(
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person("Lin-Tung","Tsai",
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role = c("aut", "cre"),
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role = c("aut", "cre", "cph"),
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email = "[email protected]"),
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person(given = "Maxwell",
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family = "Kellogg", ,
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role = "aut"),
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role = "ctb"),
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person(given = "Kuan-Ju",
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family = "Tseng", ,
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role = "aut"))
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role = "ctb"))
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Maintainer: Lin-Tung Tsai <[email protected]>
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Description: **fastdid** is a lightning-fast implementation of Callaway and Sant'Anna's (2021)<https://www.sciencedirect.com/science/article/pii/S0304407620303948> staggered Difference-in-Differences (DiD) estimators. DiD setup for millions of units used to take hours to run. With **fastdid**, it takes seconds.
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License: GPL (>= 2)
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Description: A fast and flexible implementation of Callaway and Sant'Anna's (2021)<https://www.sciencedirect.com/science/article/pii/S0304407620303948> staggered Difference-in-Differences (DiD) estimators and its extensions, fastdid reduces the computation time from hours to seconds, and incorporates extensions such as time-varying covariates and multiple events.
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License: MIT + file LICENSE
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Imports:
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data.table,
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stringr,
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BMisc,
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collapse,
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dreamerr (>= 1.4.0),
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parglm
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Suggests: ggplot2, did
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parglm,
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ggplot2
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Suggests:
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did,
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knitr,
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parallel,
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rmarkdown,
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tinytest
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Encoding: UTF-8
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RoxygenNote: 7.3.2
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URL: https://github.com/TsaiLintung/fastdid, https://tsailintung.github.io/fastdid/
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BugReports: https://github.com/TsaiLintung/fastdid/issues
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VignetteBuilder: knitr

‎LICENSE

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YEAR: 2024
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COPYRIGHT HOLDER: fastdid authors

‎LICENSE.md

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# MIT License
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Copyright (c) 2024 fastdid authors
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.

‎NAMESPACE

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export(fastdid)
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export(plot_did_dynamics)
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export(sim_did)
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import(BMisc)
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import(data.table)
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import(dreamerr)
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import(parglm)
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import(ggplot2)
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import(stringr)
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importFrom(BMisc,multiplier_bootstrap)
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importFrom(collapse,allNA)
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importFrom(collapse,fnrow)
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importFrom(collapse,fnunique)
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importFrom(collapse,fsum)
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importFrom(collapse,na_insert)
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importFrom(collapse,whichNA)
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importFrom(parallel,mclapply)
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importFrom(parglm,parglm.control)
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importFrom(parglm,parglm.fit)
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importFrom(stats,as.formula)
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importFrom(stats,binomial)
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importFrom(stats,fitted)
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importFrom(stats,rnorm)
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importFrom(stats,sd)
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importFrom(stats,vcov)
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importFrom(stats,weighted.mean)

‎NEWS.md

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# 0.9.9 (2024/9/1)
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- add double did (see the vignette for the introduction)
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- add `parallel`, parallization for unix systems, useful if the number of g-t is large.
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- add `full`, return full result such as influence function, aggregate scheme, and such
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- add `min`/`max_dynamic`, `custom_scheme` to experimental features
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# 0.9.4 (2024/8/2)
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> [!WARNING]
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> Some BREAKING change is introduced in this update.
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- add uniform confidence interval option with `cband` and significance level `alpha`, confidence interval are now provided in result as column `att_ciub` and `att_cilb`
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- BREAKING: `filtervar`, `max_control_cohort_diff`, `min_control_cohort_diff` are moved into the experimental features. See the above section for the explanation.
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- add `max_dynamic` and `min_dynamic` as experimental features.
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- more informative error message when estimation fails for a specific `gt`, some internal interface overhaul
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# 0.9.3 (2024/5/7)
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- add anticipation and varying base period option
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- add min and max control cohort difference
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- add time-varying control ([reference](https://arxiv.org/abs/2202.02903))
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- add filtervar
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0.9.3.1 (2024/5/24): fix the bug with `univar == clustervar` (TODO: address problems with name-changing and collision).
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0.9.3.2 (2024/7/17): fix group_time result when using `control_type = "notyet"` and make the base period in plots adapt to anticipation.
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0.9.3.3 (2024/7/22): fix anticipation out of bound problem, more permanent solution for group_time target problem
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# 0.9.2 (2023/12/20)
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- add support to doubly robust and outcome regression estimators
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- add support to unbalanced panels (simple and ipw only)
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- add support to balanced composition option in dynamics aggregation
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- fixed argument checking that was not working properly
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- set the default to copying the entire dataset to avoid unexpected modification of the original data (thanks @grantmcdermott for the suggestion.)
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# 0.9.1 (2023/10/20)
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- now supprts estimation for multiple outcomes in one go!
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- data validation: no longer check missing values for columns not used.

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