Robust Covariance Matrix Estimators

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Documentation for package `sandwich' version 1.1-1

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bread Bread for Sandwiches
bwAndrews Kernel-based HAC Covariance Matrix Estimation
bwNeweyWest Newey-West HAC Covariance Matrix Estimation
estfun Extract Empirical Estimating Functions
Investment US Investment Data
isoacf Isotonic Autocorrelation Function
kernHAC Kernel-based HAC Covariance Matrix Estimation
kweights Kernel Weights
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
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