arpoon.rfixest.FixestDID(data: polars.DataFrame, cohort_data: polars.DataFrame | str | tuple[str, int | None], entity_column: str, time_column: str, *, conversion_mode: 'rpy2' | 'rpy_arrow' | 'parquet' = 'rpy_arrow', dataframe_symbol: str | None = 'my_frame', replace_dataframe_symbol: bool = True, metadata: dict | tuple[dict, str] = None)

Initialize class

Parameters:
data: polars.DataFrame

Main data, must be a panel.

cohort_data: polars.DataFrame | str | tuple[str, int | None]

Data containing the entities and the event/treatment dates, additionally the data may contain information about the treatment, for example treatment group (other than cohort), treatment intensity …

entity_column: str

The name of the column (in data + cohort_data) containing the entity identifiers

time_column: str

The name of the column containing the entity identifiers

conversion_mode: 'rpy2' | 'rpy_arrow' | 'parquet' = 'rpy_arrow'

dataframe_symbol: str | None = 'my_frame'

replace_dataframe_symbol: bool = True

metadata: dict | tuple[dict, str] = None