Home
Packages
Datasets
Task Views
R resources
Packages
Toggle theme
Toggle Menu
Home
Packages
sandwich
vcovHAC
vcovHAC function
Heteroscedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
Copy
sandwich package
Read PDF manual
Maintainer: Achim Zeileis
License: GPL-2 | GPL-3
Last published: 2024-09-15
Useful links
https://sandwich.R-Forge.R-project.org/contact.html
https://sandwich.R-Forge.R-project.org/