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Sebastian Krantz

@sebkrantz.bsky.social
80 followers 36 following 17 posts

PhD graduate in Quantitative Economics working on Africa/Infrastructure and creator of {collapse} (@rcollapse.bsky.social). Website: sebastiankrantz.com

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Sebastian Krantz @sebkrantz.bsky.social · 14/08/2026
I have created {collapse} and {fastverse} skills for claude code, as well as an experimental skill for scientific plotting in R: github.com/fastverse/sk... 

Enables your agents to write parsimonious and super-fast production-grade R code that is unlikely to break. #Rstats #DataScience
github.com
GitHub - fastverse/skills: Claude Code Skills for Fastverse Packages
Claude Code Skills for Fastverse Packages. Contribute to fastverse/skills development by creating an account on GitHub.
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Sebastian Krantz @sebkrantz.bsky.social · 29/07/2026
I just released an update to OptimalTransportNetworks.jl (github.com/OptimalTrans...) providing performance improvements through hand-coded gradients and hessians. I also published a new web-application – the Transport Network Optimizer – available at otn.sebastiankrantz.com. #Julialang #DataScience
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Reposted by Sebastian Krantz
collapse @rcollapse.bsky.social · 01/06/2026
The article on "collapse: Advanced and Fast Statistical Computing and Data Transformation in R" has now been published (open-access) in the Journal of Statistical Software: www.jstatsoft.org/article/view... #rstats #DataScience
jstatsoft.org
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Sebastian Krantz @sebkrantz.bsky.social · 09/03/2026
Recording of my talk on {collapse} and the {fastverse} at the Bank of Portugal‘s workshop „Speeding up Empirical Research: Tools and Techniques for Fast Computing“ in December is now online: www.youtube.com/watch?v=qO5d... It includes examples from trade and network processing. #rstats #DataScience
youtube.com
collapse and fastverse: Advanced and Fast Statistics and Data Transformation in R
YouTube video by Banco de Portugal
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Sebastian Krantz @sebkrantz.bsky.social · 09/02/2026
I’m thrilled to introduce flownet (sebkrantz.github.io/flownet/), a new R package for transport modeling, supporting stochastic or deterministic traffic assignment to large networks, and powerful tools for (multimodal) network processing/simplification: sebkrantz.github.io/Rblog/2026/0... #Rstats
sebkrantz.github.io
Transport Modeling in R
High-performance tools for transport modeling - network processing, route enumeration, and traffic assignment in R. The package implements the Path-Sized Logit model for traffic assignment - Ben-Akiva...
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Reposted by Sebastian Krantz
ArXiv Paperboy (Stat.ME+Econ.EM) @paperposterbot.bsky.social · 30/01/2026
arXiv📈🤖 Fast and user-friendly econometrics estimations: The R package fixest By Berg\'e, Butts, McDermott
fixest is an R package for fast and flexible econometric estimation, providing a comprehensive toolkit for applied researchers. The package particularly excels at fixed-effects estimation, supported by a novel fixed-point acceleration algorithm implemented in C++. This algorithm achieves rapid convergence across a broad class of data contexts and further enables estimation of complex models, including those with varying slopes, in a highly efficient manner. Beyond computational speed, fixest provides a unified syntax for a wide variety of models: ordinary least squares, instrumental variables, generalized linear models, maximum likelihood, and difference-in-differences estimators. An expressive formula interface enables multiple estimations, stepwise regressions, and variable interpolation in a single call, while users can make on-the-fly inference adjustments using a variety of built-in robust standard errors. Finally, fixest provides methods for publication-ready regression tables and coefficient plots. Benchmarks against leading alternatives in R, Python, and Julia demonstrate best-in-class performance, and the paper includes many worked examples illustrating the core functionality.
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Sebastian Krantz @sebkrantz.bsky.social · 29/01/2026
I'm excited to share the release and rOpenSci publication of dfms 1.0 (docs.ropensci.org/dfms), a high-performance, feature-rich implementation of Dynamics Factor Models for R, supporting mixed-frequency estimation and news decomposition for nowcasting. See also blog post: sebkrantz.github.io/Rblog/
docs.ropensci.org
Dynamic Factor Models for R
Efficient estimation of Dynamic Factor Models using the Expectation Maximization (EM) algorithm or Two-Step (2S) estimation, supporting datasets with missing data and mixed-frequency nowcasting applic...
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Sebastian Krantz @sebkrantz.bsky.social · 03/10/2025
I've started a new personal blog focused on research, career reflections, and travel experiences. The first post documents my recent 6-week trip through Southern Africa, from Zanzibar to Cape Town by Public Transport. FYI, enjoy! sebkrantz.github.io/blog/posts/f...
sebkrantz.github.io
From Zanzibar to Cape Town by Public Transport | Blog of Sebastian Krantz
Chronicles of a 6 week solo adventure through Southern Africa
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Sebastian Krantz @sebkrantz.bsky.social · 18/05/2025
Version 0.3.0 of the {dfms} package for dynamic factor modelling in R just made it to CRAN, adding support for monthly + quarterly mixed frequency estimation. This allows for easy business cycle indicator estimation. More at sebkrantz.github.io/dfms/article... and sebkrantz.github.io/dfms/. #rstats
sebkrantz.github.io
Introduction to dfms
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Reposted by Sebastian Krantz
collapse @rcollapse.bsky.social · 10/03/2025
{collapse} 2.1.0 is out! It introduces a new fslice() function (sebkrantz.github.io/collapse/ref...), a new theory-consistent weighted quantile algorithm (sebkrantz.github.io/collapse/ref...) with excellent properties. And some convenience features such as join requirements: #rstats #DataScience
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Sebastian Krantz @sebkrantz.bsky.social · 07/02/2025
Feel free to join the ECA webinar if you want to see some crazy continent-scale spatial economic modelling. 📅 Feb 10 | 14:00-15:30 EAT Join industry experts as we explore the costs, benefits, and solutions for Africa’s infrastructure development. 🌐💡 🔗 Register now: bit.ly/3PWKynU
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Sebastian Krantz @sebkrantz.bsky.social · 06/02/2025
The {collapse} (@rcollapse.bsky.social) arXiv paper has just been updated - following extensive revision: arxiv.org/abs/2403.05038. I believe it is a great resource for anyone doing scientific computing with #rstats.
arxiv.org
collapse: Advanced and Fast Statistical Computing and Data Transformation in R
collapse is a large C/C++-based infrastructure package facilitating complex statistical computing, data transformation, and exploration tasks in R - at outstanding levels of performance and memory eff...
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Reposted by Sebastian Krantz
collapse @rcollapse.bsky.social · 27/12/2024
It's nice to see an increasing number of #rstats packages use {collapse}. A developer focused vignette was long planned and now it is here - with modest advice on writing efficient R package code in general and using {collapse} in particular: sebkrantz.github.io/collapse/art...
sebkrantz.github.io
Developing with collapse
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