Robust Covariance Matrix Estimators


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Documentation for package `sandwich' version 1.0-1

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bwAndrews Kernel-based HAC Covariance Matrix Estimation
bwNeweyWest Newey-West HAC Covariance Matrix Estimation
estfun Extract Estimating Functions
Investment US Investment Data
isoacf Isotonic Autocorrelation Function
kernHAC Kernel-based HAC Covariance Matrix Estimation
kweights Kernel Weights
NeweyWest Newey-West HAC Covariance Matrix Estimation
pava.blocks Isotonic Autocorrelation Function
PublicSchools US Expenditures for Public Schools
vcovHAC Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC Heteroskedasticity-Consistent Covariance Matrix Estimation
weave Weighted Empirical Adaptive Variance Estimation
weightsAndrews Kernel-based HAC Covariance Matrix Estimation
weightsLumley Weighted Empirical Adaptive Variance Estimation