Luke Sonnet

As per discussion in #17

Things that should be checked for and moved to Rcpp: - Any trace functions should be moved from `sum(diag(x))` to `trace_mat` (~5x faster) - Any multiplications of a matrix with...

All of the CPP is in one file. I'm going to split it in to different files: - KRLS functions (functions, gradients, hessians) - KRLogit functions (...) - Kernel fucntions...

Test suite for combination of settings

3

Build a test suite which tests the different instances of KRLS and KRLogit. These will be fast and simple tests that just make sure that they pass, not necessarily to...

Currently we only get pwmfx for the gaussian kernel. Adding this for the linear and polynomial kernels is not difficult, it's simply a matter of taking the partial of the...

First compare golden search for KRLS with optimize. If golden search works considerably better, build it for KRlogit. If golden search is no better than or worse than KRlogit, replace...

Compare the above on MSE of predicted probabilities to latent Y* (which has noise) and NLL on predicted probabilities to observed Y. Also compare on MSE of average marginal effects....

Clean up code

1

- Read through and simplify code - Format according to Google's R style guide unless it is a big problem for backwards compatability - Update documentation

Adds CR3 estimator to lm_robust and iv_robust

5

- Version bump for first post-0.12 release bump - Adds CR3 standard error estimators to both `lm_robust` and `iv_robust` (closes issue #261) - Updates documentation and tests (lots of test...

Catalog and discuss S3 methods that lm has

17

**Have added** - [x] confint.lm - [x] nobs.lm - [x] predict.lm - fix this to use the right variance - [x] print.lm - [x] summary.lm - [x] tidy.lm - [x]...