capybara: Fast and Memory Efficient Fitting of Linear Models with High-Dimensional Fixed Effects

Fast and user-friendly estimation of generalized linear models with multiple fixed effects and cluster the standard errors. The method to obtain the estimated fixed-effects coefficients is based on Stammann (2018) <doi:10.48550/arXiv.1707.01815>, Gaure (2013) <doi:10.1016/j.csda.2013.03.024>, Berge (2018) <https://ideas.repec.org/p/luc/wpaper/18-13.html>, and Correia et al. (2020) <doi:10.1177/1536867X20909691>. This implementation is described in Vargas Sepulveda (2025) <doi:10.1371/journal.pone.0331178>.

Version: 2.0.0
Depends: R (≥ 4.0.0)
Imports: Formula, generics, ggplot2, MASS, rlang, stats
LinkingTo: armadillo4r, cpp4r
Suggests: broom, knitr, rmarkdown, tinytest, units
Published: 2026-06-15
DOI: 10.32614/CRAN.package.capybara
Author: Mauricio Vargas Sepulveda ORCID iD [aut, cre], Joao Santos Silva [ths], Yoto Yotov [ctb]
Maintainer: Mauricio Vargas Sepulveda <m.vargas.sepulveda at gmail.com>
BugReports: https://github.com/pachadotdev/capybara/issues
License: Apache License (≥ 2)
URL: https://pacha.dev/capybara/, https://github.com/pachadotdev/capybara
NeedsCompilation: yes
Citation: capybara citation info
Materials: README, NEWS
CRAN checks: capybara results

Documentation:

Reference manual: capybara.html , capybara.pdf
Vignettes: Asymmetric Poisson Pseudo-Maximum Likelihood (APPML) (source, R code)
Poisson Pseudo-Maximum Likelihood (PPML) Model with Cluster-Robust Standard Errors (source, R code)
Nonexistence of estimates of Poisson models (source, R code)
Different Variance-Covariance Estimators (source, R code)

Downloads:

Package source: capybara_2.0.0.tar.gz
Windows binaries: r-devel: capybara_1.8.0.zip, r-release: capybara_1.8.0.zip, r-oldrel: capybara_1.8.0.zip
macOS binaries: r-release (arm64): capybara_1.8.0.tgz, r-oldrel (arm64): capybara_1.0.1.tgz, r-release (x86_64): capybara_1.0.1.tgz, r-oldrel (x86_64): capybara_1.0.1.tgz
Old sources: capybara archive

Linking:

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