Robust Covariance Matrix Estimators


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Documentation for package ‘sandwich’ version 2.3-2

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bread Bread for Sandwiches
bread.clm Bread for Sandwiches
bread.coxph Bread for Sandwiches
bread.gam Bread for Sandwiches
bread.hurdle Bread for Sandwiches
bread.lm Bread for Sandwiches
bread.mlm Bread for Sandwiches
bread.mlogit Bread for Sandwiches
bread.nls Bread for Sandwiches
bread.polr Bread for Sandwiches
bread.rlm Bread for Sandwiches
bread.survreg Bread for Sandwiches
bread.zeroinfl Bread for Sandwiches
bwAndrews Kernel-based HAC Covariance Matrix Estimation
bwNeweyWest Newey-West HAC Covariance Matrix Estimation
estfun Extract Empirical Estimating Functions
estfun.clm Extract Empirical Estimating Functions
estfun.coxph Extract Empirical Estimating Functions
estfun.glm Extract Empirical Estimating Functions
estfun.hurdle Extract Empirical Estimating Functions
estfun.lm Extract Empirical Estimating Functions
estfun.mlm Extract Empirical Estimating Functions
estfun.mlogit Extract Empirical Estimating Functions
estfun.nls Extract Empirical Estimating Functions
estfun.polr Extract Empirical Estimating Functions
estfun.rlm Extract Empirical Estimating Functions
estfun.survreg Extract Empirical Estimating Functions
estfun.zeroinfl Extract Empirical Estimating Functions
Investment US Investment Data
isoacf Isotonic Autocorrelation Function
kernHAC Kernel-based HAC Covariance Matrix Estimation
kweights Kernel Weights
lrvar Long-Run Variance of the Mean
meat A Simple Meat Matrix Estimator
meatHAC Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
meatHC Heteroskedasticity-Consistent Covariance Matrix Estimation
NeweyWest Newey-West HAC Covariance Matrix Estimation
pava.blocks Isotonic Autocorrelation Function
PublicSchools US Expenditures for Public Schools
sandwich Making Sandwiches with Bread and Meat
vcovHAC Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHAC.default Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovHC.default Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovHC.mlm Heteroskedasticity-Consistent Covariance Matrix Estimation
vcovOPG Outer Product of Gradients Covariance Matrix Estimation
weave Weighted Empirical Adaptive Variance Estimation
weightsAndrews Kernel-based HAC Covariance Matrix Estimation
weightsLumley Weighted Empirical Adaptive Variance Estimation