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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  10 months and 9 hours ago 102 main
conda 1.4 MB | noarch/r-sandwich-3.0_1-r42h6115d3f_0.tar.bz2  2 years and 4 months ago 527 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 87 main
conda 1.2 MB | win-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 8 months ago 98 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 92 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 88 main
conda 502.8 kB | win-64/r-sandwich-2.3_4-r3.3.0_0.tar.bz2  4 years and 8 months ago 93 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 14 main
conda 1.2 MB | win-32/r-sandwich-2.4_0-r342h6b8decd_0.tar.bz2  4 years and 8 months ago 14 main
conda 509.6 kB | win-32/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 8 months ago 17 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 21 main
conda 496.3 kB | osx-64/r-sandwich-2.3_4-r3.4.1_0.tar.bz2  4 years and 8 months ago 26 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 22 main
conda 490.9 kB | osx-64/r-sandwich-2.3_4-r3.2.2_0.tar.bz2  4 years and 8 months ago 19 main
conda 490.4 kB | osx-64/r-sandwich-2.3_3-r3.2.2_0a.tar.bz2  4 years and 8 months ago 22 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 21 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 64 main
conda 1.2 MB | linux-64/r-sandwich-2.4_0-r343h889e2dd_0.tar.bz2  4 years and 8 months ago 96 main
conda 1.2 MB | linux-64/r-sandwich-2.4_0-r342ha6efaef_0.tar.bz2  4 years and 8 months ago 60 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-mro351hf348343_0.tar.bz2  4 years and 8 months ago 97 main
conda 1.3 MB | linux-64/r-sandwich-2.4_0-mro350h576908c_0.tar.bz2  4 years and 8 months ago 62 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 71 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 59 main
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