Package: sandwich
Version: 3.1-3.99
Date: 2026-09-28
Title: Robust Covariance Matrix Estimators
Authors@R: c(person(given = "Achim", family = "Zeileis", role = c("aut", "cre"), email = "Achim.Zeileis@R-project.org", comment = c(ORCID = "0000-0003-0918-3766")),
             person(given = "Thomas", family = "Lumley", role = "aut", email = "t.lumley@auckland.ac.nz", comment = c(ORCID = "0000-0003-4255-5437")),
	     person(given = "Nathaniel", family = "Graham", role = "ctb", email = "npgraham1@gmail.com", comment = c(ORCID = "0009-0002-1215-5256")),
	     person(given = "Susanne", family = "Koell", role = "ctb"))
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>.
Depends: R (>= 3.0.0)
Imports: stats, utils, zoo
Suggests: AER, car, geepack, lattice, lme4, lmtest, MASS, multiwayvcov,
        parallel, pcse, plm, pscl, scatterplot3d, stats4, strucchange,
        survival
License: GPL-2 | GPL-3
URL: https://zeileis.codeberg.page/sandwich/
BugReports: https://codeberg.org/zeileis/sandwich/issues
Repository: https://zeileis.r-universe.dev
Date/Publication: 2026-10-11 22:19:58 UTC
RemoteUrl: https://codeberg.org/zeileis/sandwich
RemoteRef: HEAD
RemoteSha: 236eedb5aa96fabbcf61af48e740cef3af6d3951
NeedsCompilation: no
Packaged: 2026-10-12 00:04:39 UTC; root
Author: Achim Zeileis [aut, cre] (ORCID:
    <https://orcid.org/0000-0003-0918-3766>),
  Thomas Lumley [aut] (ORCID: <https://orcid.org/0000-0003-4255-5437>),
  Nathaniel Graham [ctb] (ORCID: <https://orcid.org/0009-0002-1215-5256>),
  Susanne Koell [ctb]
Maintainer: Achim Zeileis <Achim.Zeileis@R-project.org>