Merge branch 'master' into quantreg

Author: s3alfisc

.all-contributorsrc

@@ -315,6 +315,24 @@
       "contributions": [
         "doc"
       ]
+    },
+    {
+      "login": "JaapCTJ",
+      "name": "JaapCTJ",
+      "avatar_url": "https://avatars.githubusercontent.com/u/157970664?v=4",
+      "profile": "https://github.com/JaapCTJ",
+      "contributions": [
+        "code"
+      ]
+    },
+    {
+      "login": "shapiromh",
+      "name": "Matt Shapiro",
+      "avatar_url": "https://avatars.githubusercontent.com/u/2327833?v=4",
+      "profile": "http://shapiromh.com",
+      "contributions": [
+        "code"
+      ]
     }
   ],
   "contributorsPerLine": 8,

.github/workflows/ci-tests.yaml

@@ -46,7 +46,7 @@ jobs:
         run: |
           R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library"
           mkdir -p $R_LIB_PATH
-          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')"
+          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))"
           Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))"
       - name: Run 'regular' tests
         run: |
@@ -94,11 +94,12 @@ jobs:
         run: |
           R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library"
           mkdir -p $R_LIB_PATH
-          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')"
+          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))"
           Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))"
       - name: Run tests against r
         run: |
-          pixi run tests-against-r
+          pixi run tests-against-r-core
+          pixi run tests-against-r-extended
 
       - name: Upload coverage to Codecov (partial)
         uses: codecov/codecov-action@v4

.github/workflows/extended_tests.yaml

@@ -44,10 +44,10 @@ jobs:
         run: |
           R_LIB_PATH="${{ github.workspace }}/.pixi/envs/dev/lib/R/library"
           mkdir -p $R_LIB_PATH
-          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('fixest', 'broom','did2s', 'wildrwolf', 'ivDiag', 'car'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library')"
+          Rscript -e ".libPaths('$R_LIB_PATH'); install.packages(c('did2s', 'wildrwolf', 'ivDiag'),  lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://cran.rstudio.com', 'https://s3alfisc.r-universe.dev'))"
           Rscript -e ".libPaths('$R_LIB_PATH'); install.packages('ritest', lib='/home/runner/work/pyfixest/pyfixest/.pixi/envs/dev/lib/R/library', repos = c('https://grantmcdermott.r-universe.dev'))"
       - name: Run long tests with coverage
-        run: pixi r tests-extended
+        run: pixi run tests-extended
 
       - name: Upload coverage to Codecov (partial)
         uses: codecov/codecov-action@v4

.pre-commit-config.yaml

@@ -20,7 +20,7 @@ repos:
         args: ["--verbose"]
 
   - repo: https://github.com/astral-sh/ruff-pre-commit
-    rev: v0.11.8
+    rev: v0.11.10
     hooks:
       - id: ruff
         args: ["--fix", "--output-format=full"]

README.md

@@ -280,6 +280,8 @@ Thanks goes to these wonderful people:
     </tr>
     <tr>
       <td align="center" valign="top" width="12.5%"><a href="https://github.com/jestover"><img src="https://avatars.githubusercontent.com/u/11298484?v=4?s=100" width="100px;" alt="Joseph Stover"/><br /><sub><b>Joseph Stover</b></sub></a><br /><a href="https://github.com/py-econometrics/pyfixest/commits?author=jestover" title="Documentation">📖</a></td>
+      <td align="center" valign="top" width="12.5%"><a href="https://github.com/JaapCTJ"><img src="https://avatars.githubusercontent.com/u/157970664?v=4?s=100" width="100px;" alt="JaapCTJ"/><br /><sub><b>JaapCTJ</b></sub></a><br /><a href="https://github.com/py-econometrics/pyfixest/commits?author=JaapCTJ" title="Code">💻</a></td>
+      <td align="center" valign="top" width="12.5%"><a href="http://shapiromh.com"><img src="https://avatars.githubusercontent.com/u/2327833?v=4?s=100" width="100px;" alt="Matt Shapiro"/><br /><sub><b>Matt Shapiro</b></sub></a><br /><a href="https://github.com/py-econometrics/pyfixest/commits?author=shapiromh" title="Code">💻</a></td>
     </tr>
   </tbody>
 </table>

docs/_quarto.yml

@@ -47,6 +47,8 @@ website:
           text: "On Small Sample Corrections"
         - text: "Compare fixest & PyFixest"
           file: compare-fixest-pyfixest.qmd
+        - text: "Compare Stata & PyFixest"
+          file: stata-2-pyfixest.qmd
         - text: "PyFixest on the GPU"
           file: pyfixest_gpu.ipynb
         - text: "Replicating 'The Effect' with PyFixest"

docs/contributing.qmd

@@ -90,14 +90,17 @@ pixi run lint
 
 and you're ready to go! After installation, the task will run all linting rules via `ruff`.
 
-We’ve included other tasks to help install the necessary R packages for running unit tests or to run different sets of tests:
+We’ve included other tasks to help with testing. Almost all the necessary dependencies to run tests are included in the dev environment,
+except for R packages unavailable through conda-forge.
 ```{.bash .code-copy}
-# install all R development dependencies
-pixi run install-r
+# attempt to install non-conda R dependencies
+pixi run install-r-extended
 # run all tests via pytest
 pixi run tests
-# run all tests excluding very computationally demanding tests
+# run all tests excluding very computationally demanding tests or R-based tests
 pixi run tests-regular
+# run all tests that depend on the extra R dependencies
+pixi run tests-against-r-extended
 # rerun failed tests
 pixi run tests-rerun
 ```
@@ -132,26 +135,10 @@ winget install -e --id Python.Python.3.11
 
 ### Installing R
 
-Note that installing R and the R packages listed below is only necessary if you want to test against R in your local installation.
-You can also test against R by using github actions.
+Note that R and R dependencies available through conda-forge are installed by pixi to the local project if you use the dev environment.
+Some extra R dependencies may require additional development tools not included in the environment, for example:
 
-On Mac/Linux:
-```{.bash .code-copy}
-brew install r
-```
-
-Depending on your local set up, you may need to install additional libraries, for
-example:
-
-```{.bash .code-copy}
-sudo apt install gcc-11 cmake
-```
-
-On Windows using [Winget](https://winget.run/pkg/RProject/R):
-
-```{.bash .code-copy}
-winget install -e --id RProject.R
-```
+Depending on your local set up, you may need to install additional libraries to compile those extra dependencies, like a version of `gcc` and `cmake`.
 
 ### Installing Quarto
 

docs/stata-2-pyfixest.qmd

@@ -18,7 +18,9 @@ econmetrics in Python you might check out Arthur Turrell's
 which includes a section on
 [Coming from Stata](https://aeturrell.github.io/coding-for-economists/coming-from-stata.html),
 or [Tidy Finance with Python](https://www.tidy-finance.org/python/) by Christopher
-Scheuch, Stefan Voigt, Patrick Weiss, and Christoph Frey.
+Scheuch, Stefan Voigt, Patrick Weiss, and Christoph Frey. You can also check out the fixest section
+of [stata2r](https://stata2r.github.io/fixest/) as there is a lot of overlap between fixest and PyFixest
+syntax.
 
 # Data
 
@@ -32,14 +34,14 @@ df = pf.get_data()
 If you want to use the same dataset in Stata, you can save the data to your home
 directory as a .dta file with
 
-```{python}
+```{python, eval = FALSE}
 import os
 df.to_stata(os.path.join(os.path.expanduser("~"), "pyfixest-data.dta"))
 ```
 
 and then load the data in Stata with
 
-```{stata}
+```stata
 cd ~
 use pyfixest-data.dta
 ```
@@ -55,7 +57,7 @@ fit2 = pf.feols("Y ~ X1 + X2", data = df)
 
 which is equivalent to
 
-```{stata}
+```stata
 reg Y X1
 
 *       Source |       SS           df       MS      Number of obs   =       998
@@ -131,7 +133,7 @@ fit3.summary()
 
 which is equivalent to
 
-```{stata}
+```stata
 reg Y X1 X2, robust
 
 * Linear regression                               Number of obs     =        998
@@ -152,7 +154,7 @@ reg Y X1 X2, robust
 
 or
 
-```{stata}
+```stata
 reg Y X1 X2, vce(robust)
 
 * Identical output to above
@@ -167,7 +169,7 @@ fit4.summary()
 
 Note: This will not exactly match the output of the equivalent Stata command, which is
 
-```{stata}
+```stata
 reg Y X1 X2, vce(hc3)
 
 * Linear regression                               Number of obs     =        998
@@ -210,7 +212,7 @@ fit6.summary()
 
 which is equivalent to
 
-```{stata}
+```stata
 reg Y X1 X2, vce(cluster f1)
 
 * Linear regression                               Number of obs     =        997
@@ -246,7 +248,7 @@ fit7.summary()
 
 Note: This will not exactly match the output of the equivalent Stata command, which is
 
-```{stata}
+```stata
 reg Y X1 X2, vce(cluster f1 f2)
 
 * Linear regression                                       Number of obs =    997
@@ -298,7 +300,7 @@ fit9.summary()
 
 which is equivalent to
 
-```{stata}
+```stata
 xtset f1
 xtreg Y X1 X2, fe
 
@@ -329,7 +331,7 @@ xtreg Y X1 X2, fe
 
 or
 
-```{stata}
+```stata
 reghdfe Y X1 X2, absorb(f1)
 
 * HDFE Linear regression                            Number of obs   =        997
@@ -366,7 +368,7 @@ fit10.summary()
 
 is equivalent to
 
-```{stata}
+```stata
 xtset f1
 xtreg Y X1 X2, fe vce(cluster f1)
 
@@ -398,7 +400,7 @@ xtreg Y X1 X2, fe vce(cluster f1)
 
 or
 
-```{stata}
+```stata
 reghdfe Y X1 X2, absorb(f1) cluster(f1)
 
 * HDFE Linear regression                            Number of obs   =        997
@@ -437,7 +439,7 @@ fit11.summary()
 
 which is equivalent to
 
-```{stata}
+```stata
 reghdfe Y X1 X2, absorb(f1 f2) cluster(f1)
 
 * HDFE Linear regression                            Number of obs   =        997