swh:1:snp:7459b6baa4e9f517de74cbaf822a3aec54b0a0da
Tip revision: aea3af4238bf8e63d7198bdd82ef9cd49733e7c7 authored by Achim Zeileis on 11 December 2023, 13:50:02 UTC
version 3.1-0
version 3.1-0
Tip revision: aea3af4
DESCRIPTION
Package: sandwich
Version: 3.1-0
Date: 2023-12-10
Title: Robust Covariance Matrix Estimators
Authors@R: c(person(given = "Achim", family = "Zeileis", role = c("aut", "cre"), email = "Achim.Zeileis@R-project.org", comment = c(ORCID = "0000-0003-0918-3766")),
person(given = "Thomas", family = "Lumley", role = "aut", email = "t.lumley@auckland.ac.nz", comment = c(ORCID = "0000-0003-4255-5437")),
person(given = "Nathaniel", family = "Graham", role = "ctb", email = "npgraham1@gmail.com", comment = c(ORCID = "0009-0002-1215-5256")),
person(given = "Susanne", family = "Koell", role = "ctb"))
Description: 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>.
Depends: R (>= 3.0.0)
Imports: stats, utils, zoo
Suggests: AER, car, geepack, lattice, lme4, lmtest, MASS, multiwayvcov,
parallel, pcse, plm, pscl, scatterplot3d, stats4, strucchange,
survival
License: GPL-2 | GPL-3
URL: https://sandwich.R-Forge.R-project.org/
BugReports: https://sandwich.R-Forge.R-project.org/contact.html
NeedsCompilation: no
Packaged: 2023-12-11 08:49:01 UTC; zeileis
Author: Achim Zeileis [aut, cre] (<https://orcid.org/0000-0003-0918-3766>),
Thomas Lumley [aut] (<https://orcid.org/0000-0003-4255-5437>),
Nathaniel Graham [ctb] (<https://orcid.org/0009-0002-1215-5256>),
Susanne Koell [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis@R-project.org>
Repository: CRAN
Date/Publication: 2023-12-11 13:50:02 UTC