Rdocumentation
powered by
Learn R Programming
⚠️
There's a newer version (3.1-1) of this package.
Take me there.
sandwich (version 0.9-0)
Robust Covariance Matrix Estimators
Description
Model-robust standard error estimators for cross-sectional, time series and longitudinal data.
Copy Link
Link to current version
Version
Version
3.1-1
3.1-0
3.0-2
3.0-1
3.0-0
2.5-1
2.5-0
2.4-0
2.3-4
2.3-3
2.3-2
2.3-1
2.3-0
2.2-10
2.2-9
2.2-8
2.2-7
2.2-6
2.2-5
2.2-4
2.2-3
2.2-2
2.2-1
2.2-0
2.1-0
2.0-3
2.0-2
2.0-1
2.0-0
1.9-0
1.1-1
1.1-0
1.0-1
1.0-0
0.9-0
0.1-3
0.1-2
0.1-1
Install
install.packages('sandwich')
Monthly Downloads
230,152
Version
0.9-0
License
GPL version 2
Maintainer
Achim Zeileis
Last Published
September 16th, 2024
Functions in sandwich (0.9-0)
Search all functions
vcovHAC
Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
NeweyWest
Newey-West HAC Covariance Matrix Estimation
isoacf
Isotonic Autocorrelation Function
estfun
Extract Estimating Functions
weightsAndrews
Kernel-based HAC Covariance Matrix Estimation
vcovHC
Heteroskedasticity-Consistent Covariance Matrix Estimation
PublicSchools
US Expenditures for Public Schools
weightsLumley
Weighted Empirical Adaptive Variance Estimation
Investment
US Investment Data
kweights
Kernel Weights