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r / packages / r-sandwich

Object-oriented software for model-robust covariance matrix estimators. Starting out from the basic robust Eicker-Huber-White sandwich covariance methods include: heteroscedasticity-consistent (HC) covariances for cross-section data; heteroscedasticity- and autocorrelation-consistent (HAC) covariances for time series data (such as Andrews' kernel HAC, Newey-West, and WEAVE estimators); clustered covariances (one-way and multi-way); panel and panel-corrected covariances; outer-product-of-gradients covariances; and (clustered) bootstrap covariances. All methods are applicable to (generalized) linear model objects fitted by lm() and glm() but can also be adapted to other classes through S3 methods. Details can be found in Zeileis et al. (2020) <doi:10.18637/jss.v095.i01>, Zeileis (2004) <doi:10.18637/jss.v011.i10> and Zeileis (2006) <doi:10.18637/jss.v016.i09>.

copied from asmeurer / r-sandwich

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Type Size Name Uploaded Downloads Labels
conda 1.4 MB | noarch/r-sandwich-3.0_2-r43h6115d3f_0.tar.bz2  1 year and 1 month ago 217 main
conda 1.4 MB | noarch/r-sandwich-3.0_1-r42h6115d3f_0.tar.bz2  2 years and 7 months ago 557 main
conda 1.3 MB | win-64/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 107 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-r342h032cc7e_0.tar.bz2  4 years and 11 months ago 89 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 100 main
conda 1.3 MB | win-64/r-sandwich-2.4_0-mro351_0.tar.bz2  4 years and 11 months ago 95 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-mro343h889e2dd_0.tar.bz2  4 years and 11 months ago 92 main
conda 509.7 kB | win-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 11 months ago 95 main
conda 508.1 kB | win-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  4 years and 11 months ago 90 main
conda 502.7 kB | win-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  4 years and 11 months ago 91 main
conda 502.8 kB | win-64/r-sandwich-2.3_4-r3.3.0_0.tar.bz2  4 years and 11 months ago 96 main
conda 502.6 kB | win-64/r-sandwich-2.3_4-r3.2.4_0.tar.bz2  4 years and 11 months ago 87 main
conda 1.3 MB | win-32/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2  4 years and 11 months ago 18 main
conda 1.2 MB | win-32/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 16 main
conda 1.2 MB | win-32/r-sandwich-2.4_0-r342h6b8decd_0.tar.bz2  4 years and 11 months ago 16 main
conda 509.6 kB | win-32/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 11 months ago 19 main
conda 508.2 kB | win-32/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  4 years and 11 months ago 15 main
conda 503.0 kB | win-32/r-sandwich-2.3_4-r3.3.0_0.tar.bz2  4 years and 11 months ago 16 main
conda 502.7 kB | win-32/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  4 years and 11 months ago 15 main
conda 502.6 kB | win-32/r-sandwich-2.3_4-r3.2.4_0.tar.bz2  4 years and 11 months ago 17 main
conda 1.3 MB | osx-64/r-sandwich-2.4_0-r351hf348343_0.tar.bz2  4 years and 11 months ago 32 main
conda 1.2 MB | osx-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 30 main
conda 1.3 MB | osx-64/r-sandwich-2.4_0-r350h912f1d8_0.tar.bz2  4 years and 11 months ago 26 main
conda 1.2 MB | osx-64/r-sandwich-2.4_0-r342h02e521f_0.tar.bz2  4 years and 11 months ago 24 main
conda 496.3 kB | osx-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 11 months ago 29 main
conda 494.8 kB | osx-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  4 years and 11 months ago 26 main
conda 491.1 kB | osx-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  4 years and 11 months ago 44 main
conda 490.7 kB | osx-64/r-sandwich-2.3_4-r3.2.2_0a.tar.bz2  4 years and 11 months ago 25 main
conda 490.9 kB | osx-64/r-sandwich-2.3_4-r3.2.2_0.tar.bz2  4 years and 11 months ago 22 main
conda 490.4 kB | osx-64/r-sandwich-2.3_3-r3.2.2_0a.tar.bz2  4 years and 11 months ago 25 main
conda 490.7 kB | osx-64/r-sandwich-2.3_3-r3.2.2_0.tar.bz2  4 years and 11 months ago 23 main
conda 490.4 kB | osx-64/r-sandwich-2.3_3-r3.2.1_0a.tar.bz2  4 years and 11 months ago 25 main
conda 490.6 kB | osx-64/r-sandwich-2.3_3-r3.2.1_0.tar.bz2  4 years and 11 months ago 24 main
conda 490.3 kB | osx-64/r-sandwich-2.3_3-r3.2.0_0a.tar.bz2  4 years and 11 months ago 25 main
conda 490.7 kB | osx-64/r-sandwich-2.3_3-r3.2.0_0.tar.bz2  4 years and 11 months ago 24 main
conda 1.4 MB | noarch/r-sandwich-2.5_1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 1418 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-r351h6115d3f_0.tar.bz2  4 years and 11 months ago 157 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-r350h912f1d8_0.tar.bz2  4 years and 11 months ago 70 main
conda 1.2 MB | linux-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 11 months ago 103 main
conda 1.2 MB | linux-64/r-sandwich-2.4_0-r342ha6efaef_0.tar.bz2  4 years and 11 months ago 66 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-mro351hf348343_0.tar.bz2  4 years and 11 months ago 103 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-mro350h576908c_0.tar.bz2  4 years and 11 months ago 67 main
conda 1.2 MB | linux-64/r-sandwich-2.4_0-mro343h889e2dd_0.tar.bz2  4 years and 11 months ago 65 main
conda 496.7 kB | linux-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 11 months ago 90 main
conda 494.8 kB | linux-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  4 years and 11 months ago 75 main
conda 491.1 kB | linux-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  4 years and 11 months ago 83 main
conda 490.1 kB | linux-64/r-sandwich-2.3_4-r3.2.2_0a.tar.bz2  4 years and 11 months ago 81 main
conda 490.4 kB | linux-64/r-sandwich-2.3_4-r3.2.2_0.tar.bz2  4 years and 11 months ago 63 main
conda 490.1 kB | linux-64/r-sandwich-2.3_3-r3.2.2_0a.tar.bz2  4 years and 11 months ago 63 main
conda 490.4 kB | linux-64/r-sandwich-2.3_3-r3.2.2_0.tar.bz2  4 years and 11 months ago 63 main
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