A package for fast fixed-effects algorithms.
The package is structurally similar to most packages using Rcpp, with src directories containing all C/C++ codes. However, we also provide cmake support, with which we can build and debug a pure C++ package using whatever tool chains convenient.
The library provides the following primitives to solve a fixed effect system:
create.indicatorscreate.complex.effectcreate.fixed.effectssolve.fe.model
Once solved, one can use the following two primitives to predict based on a solved system:
create.subindicatorspredict.fe.model
We also plan to expose some higher level functions simplifying some everyday usage. Those functions will be merely a thin wrapper of those primitives, and can be implemented in pure R without performance hits.