R-sandwich
Port variant std
Summary Robust Covariance Matrix Estimators
BROKEN
Package version 3.1.1
Homepage https://sandwich.R-Forge.R-project.org/
Keywords cran
Maintainer CRAN Automaton
License Not yet specified
Other variants There are no other variants.
Ravenports Buildsheet | History
Ravensource Port Directory | History
Last modified 21 SEP 2024, 20:11:51 UTC
Port created 15 APR 2020, 18:11:42 UTC
Subpackage Descriptions
single sandwich: Robust 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) 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>.
Configuration Switches (platform-specific settings discarded)
This port has no build options.
Package Dependencies by Type
Build (only) gmake:primary:std
R:primary:std
icu:dev:std
Build and Runtime R-zoo:single:std
Runtime (only) R:primary:std
R:nls:std
Download groups
main mirror://CRAN/src/contrib
https://loki.dragonflybsd.org/cranfiles/
Distribution File Information
ece51efa4283a98b3b4b4b9317fce4928b227942115dd84452b481fd6e9d9119 1393080 CRAN/sandwich_3.1-1.tar.gz
Ports that require R-sandwich:std
R-maxLik:std Maximum Likelihood Estimation and Related Tools
R-multcomp:std Simultaneous Inference in Parametric Models
R-plm:std Linear Models for Panel Data