sandwich
cranv3.1-1Robust Covariance Matrix Estimators. 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) covarianc
License GPL-2 | GPL-30 versions1 maintainers3 deps67,363 weekly dl
https://CRAN.R-project.org/package=sandwich48
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curl https://depscope.dev/api/check/cran/sandwichFirst published · 2024-09-15 22:47:11
Last updated · 2024-09-15T20:50:01+00:00