Pyfixest

- Allows for white space in the multiway clustering formula.
- Adds documentation for multiway clustering.

- Adds support for two-way clustering.
- Adds support for CRV3 inference (the cluster jackknife) for Poisson regression.

- Adapts the internal fixed effects demeaning criteron to match `PyHDFE`'s default.
- Adds Styfen as coauthor. styfenschaer

- Most importantly, implements a custom demeaning algorithm in `numba` - thanks to Styfen (styfenschaer).
This leads to performance improvements of 5x or more:

python
%load_ext autoreload
%autoreload 2

import numpy as np
import time
import pyhdfe
from pyfixest.demean import demean

np.random.seed(1238)
N = 10_000_000
x = np.random.normal(0, 1, 10*N).reshape((N,10))
f1 = np.random.choice(list(range(1000)), N).reshape((N,1))
f2 = np.random.choice(list(range(1000)), N).reshape((N,1))

flist = np.concatenate((f1, f2), axis = 1)
weights = np.ones(N)

algorithm = pyhdfe.create(flist)

start_time = time.time()
res_pyhdfe = algorithm.residualize(x)
end_time = time.time()
print(end_time - start_time)

- `PyFixest` finally supports poisson regression with iid errors! 🎉
- Additionally, some bug fixes.