Advanced and Fast Data Transformation

A C/C++ based package for advanced data transformation and statistical computing in R that is extremely fast, flexible and parsimonious to code with, class-agnostic and programmer friendly. It is well integrated with base R, 'dplyr' / (grouped) 'tibble', 'data.table', 'plm' (panel-series and data frames), 'sf' data frames, and non-destructively handles other matrix or data frame based classes (such as 'ts', 'xts' / 'zoo', 'timeSeries', 'tsibble', 'tibbletime' etc.) --- Key Features: --- (1) Advanced statistical programming: A full set of fast statistical functions supporting grouped and weighted computations on vectors, matrices and data frames. Fast and programmable grouping, ordering, unique values / rows, factor generation and interactions. Fast and flexible functions for data manipulation and data object conversions. (2) Advanced aggregation: Fast and easy multi-data-type, multi-function, weighted, parallelized and fully customized data aggregation. (3) Advanced transformations: Fast row / column arithmetic, (grouped) replacing and sweeping out of statistics, (grouped, weighted) scaling / standardizing, between (averaging) and (quasi-)within (centering / demeaning) transformations, higher-dimensional centering (i.e. multiple fixed effects transformations), linear prediction / partialling-out, linear model fitting and testing. (4) Advanced time-computations: Fast (sequences of) lags / leads, and (lagged / leaded, iterated, quasi-, log-) differences, (compounded) growth rates, and cumulative sums on (unordered, irregular) time series and panel data. Multivariate auto-, partial- and cross-correlation functions for panel data. Panel data to (ts-)array conversions. (5) List processing: (Recursive) list search / identification, splitting, extraction / subsetting, data-apply, and generalized recursive row-binding / unlisting in 2D. (6) Advanced data exploration: Fast (grouped, weighted, panel-decomposed) summary statistics for complex multilevel / panel data.

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