Provides functions for computing fixed-b critical values and
    conducting robust inference procedures for time series data with unknown
    correlation structures. Implements long-run variance estimators
    using various kernel functions and lugsail transformations for improved
    finite-sample properties as described by Kurtz-Garcia and Flegal (2026) 
    <doi:10.48550/arXiv.2606.17369>.

For functions that take and return vectors (or scalars), this package provides 8 algorithms for finding fixed point vectors (vectors for which the inputs and outputs to the function are the same vector). These algorithms include Anderson (1965) acceleration <doi:10.1145/321296.321305>, epsilon extrapolation methods (Wynn 1962 <doi:10.2307/2004051>) and minimal polynomial methods (Cabay and Jackson 1976 <doi:10.1137/0713060>).

Distribution functions and test for over-representation of short
    distances in the Liland distribution. Simulation functions are included for
    comparison.

An R client for the "fixer.io" currency conversion and exchange 
  rate API. The API requires registration and some features are only available 
  on paid accounts. The full API documentation is available at 
  <https://fixer.io/documentation>.

Provides tools for difference-in-differences (DiD) estimation and
    visualization with staggered adoption. Includes run_es() for event-study
    curves (dynamic effects by relative time) and calc_att() for aggregated
    ATT estimation (overall, by cohort, by calendar time). Supports multiple
    modern estimators: Callaway-Sant'Anna (2021), Sun-Abraham (2021),
    Borusyak-Jaravel-Spiess (2024), Wooldridge TWM, and Deb et al. FLEX.

Fast and user-friendly estimation of econometric models with multiple fixed-effects. Includes ordinary least squares (OLS), instrumental variables (IV), generalized linear models (GLM), maximum likelihood estimation (ML), and the negative binomial.
    The core of the package is based on optimized parallel C++ code, scaling especially well for large data sets. The method to obtain the fixed-effects coefficients is based on Bergé, Butts, McDermott (2026) <doi:10.48550/arXiv.2601.21749>.
    Further provides tools to export and view the results of several estimations with intuitive design to change the standard-errors.