Merge pull request #11 from TsaiLintung/double

0.9.9 (Double)

.Rbuildignore

@@ -5,3 +5,8 @@
 ^development
 
 ^\.github$
+^cran-comments\.md$
+^LICENSE\.md$
+^_pkgdown\.yml$
+^docs$
+^pkgdown$

.github/workflows/pkgdown.yaml

@@ -0,0 +1,50 @@
+# Workflow derived from https://github.com/r-lib/actions/tree/v2/examples
+# Need help debugging build failures? Start at https://github.com/r-lib/actions#where-to-find-help
+on:
+  push:
+    branches: [main, master]
+  pull_request:
+    branches: [main, master]
+  release:
+    types: [published]
+  workflow_dispatch:
+
+name: pkgdown.yaml
+
+permissions: read-all
+
+jobs:
+  pkgdown:
+    runs-on: ubuntu-latest
+    # Only restrict concurrency for non-PR jobs
+    concurrency:
+      group: pkgdown-${{ github.event_name != 'pull_request' || github.run_id }}
+    env:
+      GITHUB_PAT: ${{ secrets.GITHUB_TOKEN }}
+    permissions:
+      contents: write
+    steps:
+      - uses: actions/checkout@v4
+
+      - uses: r-lib/actions/setup-pandoc@v2
+
+      - uses: r-lib/actions/setup-r@v2
+        with:
+          use-public-rspm: true
+
+      - uses: r-lib/actions/setup-r-dependencies@v2
+        with:
+          extra-packages: any::pkgdown, local::.
+          needs: website
+
+      - name: Build site
+        run: pkgdown::build_site_github_pages(new_process = FALSE, install = FALSE)
+        shell: Rscript {0}
+
+      - name: Deploy to GitHub pages 🚀
+        if: github.event_name != 'pull_request'
+        uses: JamesIves/[email protected]
+        with:
+          clean: false
+          branch: gh-pages
+          folder: docs

.github/workflows/test-coverage.yaml

@@ -0,0 +1,31 @@
+name: Run tests and upload coverage
+
+on:
+  push:
+    branches: [main, master]
+  pull_request:
+    branches: [main, master]
+
+jobs:
+  test:
+    name: Run tests and collect coverage
+    runs-on: ubuntu-latest
+    steps:
+      - name: Checkout
+        uses: actions/checkout@v4
+        with:
+          fetch-depth: 0
+
+      - name: Set up Node
+        uses: actions/setup-node@v4
+
+      - name: Install dependencies
+        run: npm install
+
+      - name: Run tests
+        run: npx jest --coverage
+
+      - name: Upload results to Codecov
+        uses: codecov/codecov-action@v4
+        with:
+          token: ${{ secrets.CODECOV_TOKEN }}

.gitignore

@@ -37,4 +37,6 @@ vignettes/*.pdf
 
 #interactive stuff
 *development/old
-*development/output
+*development/output
+docs
+inst/doc

DESCRIPTION

@@ -1,28 +1,37 @@
 Package: fastdid
 Type: Package
-Title: lightning-fast staggered Difference-in-Difference estimators
-Version: 0.9.4
-Date: 2024-08-05
+Title: Fast Staggered Difference-in-Difference Estimators
+Version: 0.9.9
+Date: 2024-09-08
 Authors@R: c(
   person("Lin-Tung","Tsai",
-         role = c("aut", "cre"),
+         role = c("aut", "cre", "cph"),
          email = "[email protected]"),
   person(given = "Maxwell",
          family = "Kellogg", ,
-         role = "aut"),
+         role = "ctb"),
   person(given = "Kuan-Ju",
          family = "Tseng", ,
-          role = "aut"))
+          role = "ctb"))
 Maintainer: Lin-Tung Tsai <[email protected]>
-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. 
-License: GPL (>= 2)
+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. 
+License: MIT + file LICENSE
 Imports:
     data.table,
     stringr,
     BMisc,
     collapse,
     dreamerr (>= 1.4.0),
-    parglm
-Suggests: ggplot2, did
+    parglm,
+    ggplot2
+Suggests: 
+    did,
+    knitr,
+    parallel,
+    rmarkdown,
+    tinytest
 Encoding: UTF-8
 RoxygenNote: 7.3.2
+URL: https://github.com/TsaiLintung/fastdid, https://tsailintung.github.io/fastdid/
+BugReports: https://github.com/TsaiLintung/fastdid/issues
+VignetteBuilder: knitr

LICENSE

@@ -0,0 +1,2 @@
+YEAR: 2024
+COPYRIGHT HOLDER: fastdid authors

LICENSE.md

@@ -0,0 +1,21 @@
+# MIT License
+
+Copyright (c) 2024 fastdid authors
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

NAMESPACE

@@ -3,17 +3,20 @@
 export(fastdid)
 export(plot_did_dynamics)
 export(sim_did)
-import(BMisc)
 import(data.table)
 import(dreamerr)
-import(parglm)
+import(ggplot2)
 import(stringr)
+importFrom(BMisc,multiplier_bootstrap)
 importFrom(collapse,allNA)
 importFrom(collapse,fnrow)
 importFrom(collapse,fnunique)
 importFrom(collapse,fsum)
 importFrom(collapse,na_insert)
 importFrom(collapse,whichNA)
+importFrom(parallel,mclapply)
+importFrom(parglm,parglm.control)
+importFrom(parglm,parglm.fit)
 importFrom(stats,as.formula)
 importFrom(stats,binomial)
 importFrom(stats,fitted)
@@ -22,3 +25,4 @@ importFrom(stats,quantile)
 importFrom(stats,rnorm)
 importFrom(stats,sd)
 importFrom(stats,vcov)
+importFrom(stats,weighted.mean)

NEWS.md

@@ -0,0 +1,40 @@
+# 0.9.9 (2024/9/1)
+
+- add double did (see the vignette for the introduction)
+- add `parallel`, parallization for unix systems, useful if the number of g-t is large. 
+- add `full`, return full result such as influence function, aggregate scheme, and such
+- add `min`/`max_dynamic`, `custom_scheme` to experimental features
+
+# 0.9.4 (2024/8/2)
+
+> [!WARNING]
+> Some BREAKING change is introduced in this update. 
+
+- 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`
+- BREAKING: `filtervar`, `max_control_cohort_diff`, `min_control_cohort_diff` are moved into the experimental features. See the above section for the explanation.
+- add `max_dynamic` and `min_dynamic` as experimental features. 
+- more informative error message when estimation fails for a specific `gt`, some internal interface overhaul
+
+# 0.9.3 (2024/5/7)
+
+- add anticipation and varying base period option
+- add min and max control cohort difference
+- add time-varying control ([reference](https://arxiv.org/abs/2202.02903))
+- add filtervar 
+
+0.9.3.1 (2024/5/24): fix the bug with `univar == clustervar` (TODO: address problems with name-changing and collision). 
+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.
+0.9.3.3 (2024/7/22): fix anticipation out of bound problem, more permanent solution for group_time target problem
+
+# 0.9.2 (2023/12/20)
+
+- add support to doubly robust and outcome regression estimators
+- add support to unbalanced panels (simple and ipw only)
+- add support to balanced composition option in dynamics aggregation
+- fixed argument checking that was not working properly
+- set the default to copying the entire dataset to avoid unexpected modification of the original data (thanks @grantmcdermott for the suggestion.)
+
+# 0.9.1 (2023/10/20)
+
+- now supprts estimation for multiple outcomes in one go! 
+- data validation: no longer check missing values for columns not used.