[R] [R-pkgs] sandwich: new version 2.0-0

Achim Zeileis Achim.Zeileis at R-project.org
Fri Aug 25 03:28:55 CEST 2006


Dear useRs,

a new version 2.0-0 of the sandwich package for estimating sandwich
covariance matrices is available from the CRAN mirrors.

The tools for computing heteroskedasticity (and autocorrelation)
consistent covariance matrix estimators (also called HC
and HAC estimators, including the Eicker-Huber-White estimator)
have been generalized over the last releases from linear regression to
general parametric models. These new object-oriented features of the
sandwich package are also described in paper published in the Journal
of Statistical Software (JSS) that accompanies this release. See
  http://www.jstatsoft.org/

The new JSS paper and the previous one (accompanying version 1.0-0) are
also available as package vignettes:
  vignette("sandwich", package = "sandwich")
  vignette("sandwich-OOP", package = "sandwich")

Best wishes,
Z

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