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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	10 months and 10 hours ago	102	main
conda	1.4 MB	\| noarch/r-sandwich-3.0_1-r42h6115d3f_0.tar.bz2	2 years and 4 months ago	528	main
conda	1.3 MB	\| win-64/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2	4 years and 8 months ago	106	main
conda	1.2 MB	\| win-64/r-sandwich-2.4_0-r342h032cc7e_0.tar.bz2	4 years and 8 months ago	88	main
conda	1.2 MB	\| win-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2	4 years and 8 months ago	99	main
conda	1.3 MB	\| win-64/r-sandwich-2.4_0-mro351_0.tar.bz2	4 years and 8 months ago	92	main
conda	1.2 MB	\| win-64/r-sandwich-2.4_0-mro343h889e2dd_0.tar.bz2	4 years and 8 months ago	91	main
conda	509.7 kB	\| win-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2	4 years and 8 months ago	93	main
conda	508.1 kB	\| win-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2	4 years and 8 months ago	89	main
conda	502.7 kB	\| win-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2	4 years and 8 months ago	89	main
conda	502.8 kB	\| win-64/r-sandwich-2.3_4-r3.3.0_0.tar.bz2	4 years and 8 months ago	94	main
conda	502.6 kB	\| win-64/r-sandwich-2.3_4-r3.2.4_0.tar.bz2	4 years and 8 months ago	85	main
conda	1.3 MB	\| win-32/r-sandwich-2.4_0-r351h6f4ce42_0.tar.bz2	4 years and 8 months ago	17	main
conda	1.2 MB	\| win-32/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2	4 years and 8 months ago	15	main
conda	1.2 MB	\| win-32/r-sandwich-2.4_0-r342h6b8decd_0.tar.bz2	4 years and 8 months ago	15	main
conda	509.6 kB	\| win-32/r-sandwich-2.3_4-r3.4.1_0.tar.bz2	4 years and 8 months ago	18	main
conda	508.2 kB	\| win-32/r-sandwich-2.3_4-r3.3.2_0.tar.bz2	4 years and 8 months ago	14	main
conda	503.0 kB	\| win-32/r-sandwich-2.3_4-r3.3.0_0.tar.bz2	4 years and 8 months ago	15	main
conda	502.7 kB	\| win-32/r-sandwich-2.3_4-r3.3.1_0.tar.bz2	4 years and 8 months ago	14	main
conda	502.6 kB	\| win-32/r-sandwich-2.3_4-r3.2.4_0.tar.bz2	4 years and 8 months ago	16	main
conda	1.3 MB	\| osx-64/r-sandwich-2.4_0-r351hf348343_0.tar.bz2	4 years and 8 months ago	30	main
conda	1.2 MB	\| osx-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2	4 years and 8 months ago	28	main
conda	1.3 MB	\| osx-64/r-sandwich-2.4_0-r350h912f1d8_0.tar.bz2	4 years and 8 months ago	24	main
conda	1.2 MB	\| osx-64/r-sandwich-2.4_0-r342h02e521f_0.tar.bz2	4 years and 8 months ago	22	main
conda	496.3 kB	\| osx-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2	4 years and 8 months ago	27	main
conda	494.8 kB	\| osx-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2	4 years and 8 months ago	24	main
conda	491.1 kB	\| osx-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2	4 years and 8 months ago	42	main
conda	490.7 kB	\| osx-64/r-sandwich-2.3_4-r3.2.2_0a.tar.bz2	4 years and 8 months ago	23	main
conda	490.9 kB	\| osx-64/r-sandwich-2.3_4-r3.2.2_0.tar.bz2	4 years and 8 months ago	20	main
conda	490.4 kB	\| osx-64/r-sandwich-2.3_3-r3.2.2_0a.tar.bz2	4 years and 8 months ago	23	main
conda	490.7 kB	\| osx-64/r-sandwich-2.3_3-r3.2.2_0.tar.bz2	4 years and 8 months ago	21	main
conda	490.4 kB	\| osx-64/r-sandwich-2.3_3-r3.2.1_0a.tar.bz2	4 years and 8 months ago	23	main
conda	490.6 kB	\| osx-64/r-sandwich-2.3_3-r3.2.1_0.tar.bz2	4 years and 8 months ago	22	main
conda	490.3 kB	\| osx-64/r-sandwich-2.3_3-r3.2.0_0a.tar.bz2	4 years and 8 months ago	24	main
conda	490.7 kB	\| osx-64/r-sandwich-2.3_3-r3.2.0_0.tar.bz2	4 years and 8 months ago	22	main
conda	1.4 MB	\| noarch/r-sandwich-2.5_1-r36h6115d3f_0.tar.bz2	4 years and 8 months ago	1406	main
conda	1.3 MB	\| linux-64/r-sandwich-2.4_0-r351h6115d3f_0.tar.bz2	4 years and 8 months ago	151	main
conda	1.3 MB	\| linux-64/r-sandwich-2.4_0-r350h912f1d8_0.tar.bz2	4 years and 8 months ago	65	main
conda	1.2 MB	\| linux-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2	4 years and 8 months ago	97	main
conda	1.2 MB	\| linux-64/r-sandwich-2.4_0-r342ha6efaef_0.tar.bz2	4 years and 8 months ago	61	main
conda	1.3 MB	\| linux-64/r-sandwich-2.4_0-mro351hf348343_0.tar.bz2	4 years and 8 months ago	98	main
conda	1.3 MB	\| linux-64/r-sandwich-2.4_0-mro350h576908c_0.tar.bz2	4 years and 8 months ago	63	main
conda	1.2 MB	\| linux-64/r-sandwich-2.4_0-mro343h889e2dd_0.tar.bz2	4 years and 8 months ago	60	main
conda	496.7 kB	\| linux-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2	4 years and 8 months ago	87	main
conda	494.8 kB	\| linux-64/r-sandwich-2.3_4-r3.3.2_0.tar.bz2	4 years and 8 months ago	72	main
conda	491.1 kB	\| linux-64/r-sandwich-2.3_4-r3.3.1_0.tar.bz2	4 years and 8 months ago	80	main
conda	490.1 kB	\| linux-64/r-sandwich-2.3_4-r3.2.2_0a.tar.bz2	4 years and 8 months ago	78	main
conda	490.4 kB	\| linux-64/r-sandwich-2.3_4-r3.2.2_0.tar.bz2	4 years and 8 months ago	60	main
conda	490.1 kB	\| linux-64/r-sandwich-2.3_3-r3.2.2_0a.tar.bz2	4 years and 8 months ago	60	main
conda	490.4 kB	\| linux-64/r-sandwich-2.3_3-r3.2.2_0.tar.bz2	4 years and 8 months ago	60	main

r / packages / r-sandwich 0

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r / packages / r-sandwich

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