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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | Investment US Investment Data
NeweyWest Newey-West HAC Covariance Matrix Estimation
PublicSchools US Expenditures for Public Schools
bread Bread for Sandwiches
estfun Extract Empirical Estimating Functions
isoacf Isotonic Autocorrelation Function
kweights Kernel Weights
lrvar Long-Run Variance of the Mean
meat A Simple Meat Matrix Estimator
sandwich Making Sandwiches with Bread and Meat
vcovHAC Heteroskedasticity and Autocorrelation
Consistent (HAC) Covariance Matrix Estimation
vcovHC Heteroskedasticity-Consistent Covariance Matrix
Estimation
vcovOPG Outer Product of Gradients Covariance Matrix
Estimation
weightsAndrews Kernel-based HAC Covariance Matrix Estimation
weightsLumley Weighted Empirical Adaptive Variance Estimation
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