Implementation of the fast algorithm for wild cluster bootstrap
inference developed in Roodman et al (2019, STATA Journal) for
linear regression models <doi:10.1177/1536867X19830877>,
which makes it feasible to quickly calculate bootstrap test
statistics based on a large number of bootstrap draws even for
large samples. Multiway clustering, regression weights,
bootstrap weights, fixed effects and subcluster bootstrapping
are supported. Further, both restricted (WCR) and unrestricted
(WCU) bootstrap are supported. Methods are provided for a variety
of fitted models, including 'lm()', 'feols()'
(from package 'fixest') and 'felm()' (from package 'lfe').
Additionally implements a heteroskedasticity-robust (HC1) wild
bootstrap.
Further, the package provides an R binding to 'WildBootTests.jl',
which provides additional speed gains and functionality,
including the 'WRE' bootstrap for instrumental variable models
(based on models of type 'ivreg()' from package 'ivreg')
and hypotheses with q > 1.
collapse, Formula, Rcpp, dreamerr, Matrix, Matrix.utils,
generics, gtools, dqrng, JuliaConnectoR
fixest, lfe, ivreg, clubSandwich, sandwich, lmtest,
data.table, fabricatr, covr, knitr, rmarkdown, broom,
modelsummary, bench, testthat (>= 3.0.0)
Julia (>= 1.7), WildBootTests.jl (>=0.7.13)

fixest, lfe, ivreg, clubSandwich, sandwich, lmtest,
data.table, fabricatr, covr, knitr, rmarkdown, broom,
modelsummary, bench, testthat (>= 3.0.0), tibble

Simulates Fisher-Wright populations with growth.

Simulates a population under the Fisher-Wright model with
a stepwise neutral mutation process. The population sizes are
random Poisson distributed and different kinds of population
growth are supported. It is possible to specify locus and
direction (in terms of upwards and downwards mutation rate)
specific mutation rate.

Simulates a population under the Fisher-Wright model with
a stepwise neutral mutation process. The population sizes are
random Poisson distributed and different kinds of population
growth are supported. It is possible to specify locus and
direction (in terms of upwards and downwards mutation rate)
specific mutation rate. Intermediate generations can be saved
in order to study e.g. drift.