R Development Page
Contributed R Packages
Below is a list of all packages provided by project sandwich: Robust Covariance Estimation.
Important note for package binaries: R-Forge provides these binaries only for the most recent version of R, but not for older versions. In order to successfully install the packages provided on R-Forge, you have to switch to the most recent version of R or, alternatively, install from the package sources (.tar.gz).
Packages
| sandwich | Robust Covariance Matrix Estimators | |||||||||
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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) | ||||||||||
| Version: 3.1-2 | Last change: 2025-03-26 00:25:31+01 | Rev.: 610 | ||||||||||
Download:
 (.tar.gz) |
 (.zip) |
Build status: Current | Stable Release: Get sandwich 3.1-1 from CRAN | ||||||||||
R install command:
install.packages("sandwich", repos="http://R-Forge.R-project.org") | ||||||||||
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Build status codes
0 - Current: the package is available for download. The corresponding package passed checks on the Linux and Windows platform without ERRORs.
1 - Scheduled for build: the package has been recognized by the build system and provided in the staging area.
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