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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
Type Size Name Uploaded Downloads Labels
conda 1.4 MB | noarch/r-sandwich-3.0_2-r43h6115d3f_0.tar.bz2  1 year and 8 months ago 435 main
conda 1.4 MB | noarch/r-sandwich-3.0_1-r42h6115d3f_0.tar.bz2  3 years and 2 months ago 599 main
conda 1.3 MB | win-64/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2  5 years and 6 months ago 116 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-r342h032cc7e_0.tar.bz2  5 years and 6 months ago 97 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  5 years and 6 months ago 109 main
conda 1.3 MB | win-64/r-sandwich-2.4_0-mro351_0.tar.bz2  5 years and 6 months ago 103 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-mro343h889e2dd_0.tar.bz2  5 years and 6 months ago 100 main
conda 509.7 kB | win-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  5 years and 6 months ago 103 main
conda 508.1 kB | win-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  5 years and 6 months ago 99 main
conda 502.7 kB | win-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  5 years and 6 months ago 99 main
conda 502.8 kB | win-64/r-sandwich-2.3_4-r3.3.0_0.tar.bz2  5 years and 6 months ago 106 main
conda 502.6 kB | win-64/r-sandwich-2.3_4-r3.2.4_0.tar.bz2  5 years and 6 months ago 95 main
conda 1.3 MB | win-32/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2  5 years and 6 months ago 24 main
conda 1.2 MB | win-32/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  5 years and 6 months ago 25 main
conda 1.2 MB | win-32/r-sandwich-2.4_0-r342h6b8decd_0.tar.bz2  5 years and 6 months ago 21 main
conda 509.6 kB | win-32/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  5 years and 6 months ago 25 main
conda 508.2 kB | win-32/r-sandwich-2.3_4-r3.3.2_0.tar.bz2  5 years and 6 months ago 21 main
conda 503.0 kB | win-32/r-sandwich-2.3_4-r3.3.0_0.tar.bz2  5 years and 6 months ago 22 main
conda 502.7 kB | win-32/r-sandwich-2.3_4-r3.3.1_0.tar.bz2  5 years and 6 months ago 21 main
conda 502.6 kB | win-32/r-sandwich-2.3_4-r3.2.4_0.tar.bz2  5 years and 6 months ago 23 main
conda 1.3 MB | osx-64/r-sandwich-2.4_0-r351hf348343_0.tar.bz2  5 years and 6 months ago 45 main
conda 1.2 MB | osx-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  5 years and 6 months ago 39 main
conda 1.3 MB | osx-64/r-sandwich-2.4_0-r350h912f1d8_0.tar.bz2  5 years and 6 months ago 37 main
conda 1.2 MB | osx-64/r-sandwich-2.4_0-r342h02e521f_0.tar.bz2  5 years and 6 months ago 36 main
conda 496.3 kB | osx-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  5 years and 6 months ago 40 main

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