Moves all the heavy computation to C++ using Armadillo and it exports the results to R. Previously, there were multiple data copies between R and C++ that added overhead to the computations.
The previous versions returned MX by default, now it has to be specified.
Adds code to extract the fixed effects with felm objects.
capybara 0.5.2
Uses an O(n log(n)) algorithm to compute the Kendall correlation for the pseudo-R2 in the Poisson model.
capybara 0.5.1
Using arma::field consistently instead of std::vector<std::vector<>> for indices.
Linear algebra changes, such as using arma::inv instead of solving arma::qr for the inverse.
Replaces multiple for loops with dedicated Armadillo functions.
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().
The C++ code follows a more consistent style.
The GH-Actions do not test gcc 4.8 anymore.
capybara 0.4.5
Ungroups the data to avoid issues with the model matrix
capybara 0.4
Uses R’s C API efficiently to add a bit more of memory optimizations
capybara 0.3.5
Uses Mat consistently for all matrix operations (avoids vectors)
capybara 0.3
Reduces memory footprint ~45% by moving some computation to Armadillo’s side
capybara 0.2
Includes pseudo R2 (same as Stata) for Poisson models