| Name : R-sandwich
| |
| Version : 3.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : 1.1
| Date : 2024-09-16 12:01:32
|
| Group : Development/Libraries/Other
| Source RPM : R-sandwich-3.1.1-1.1.src.rpm
|
| Size : 1.64 MB
| |
| Packager : (none)
| |
| Summary : Robust Covariance Matrix Estimators
|
Description :
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>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/x86_64 |
