# Buildsheet autogenerated by ravenadm tool -- Do not edit.

NAMEBASE=		R-sandwich
VERSION=		3.1-2
KEYWORDS=		cran
VARIANTS=		std
SDESC[std]=		Robust Covariance Matrix Estimators
HOMEPAGE=		https://sandwich.R-Forge.R-project.org/
CONTACT=		CRAN_Automaton[cran@ravenports.com]

DOWNLOAD_GROUPS=	main
SITES[main]=		CRAN/src/contrib
			https://loki.dragonflybsd.org/cranfiles/
DISTFILE[1]=		sandwich_3.1-2.tar.gz:main
DIST_SUBDIR=		CRAN
DF_INDEX=		1
SPKGS[std]=		single

OPTIONS_AVAILABLE=	none
OPTIONS_STANDARD=	none

BUILDRUN_DEPENDS=	R-zoo:single:std

USES=			cran gmake

DISTNAME=		sandwich

GENERATED=		yes

INSTALL_REQ_TOOLCHAIN=	yes

[FILE:1140:descriptions/desc.single]
sandwich: Robust Covariance Matrix Estimators

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) &lt;<a
href="https://doi.org/10.18637%2Fjss.v095.i01"
target="_top">doi:10.18637/jss.v095.i01</a>&gt;, Zeileis (2004) &lt;<a
href="https://doi.org/10.18637%2Fjss.v011.i10"
target="_top">doi:10.18637/jss.v011.i10</a>&gt; and Zeileis (2006) &lt;<a
href="https://doi.org/10.18637%2Fjss.v016.i09"
target="_top">doi:10.18637/jss.v016.i09</a>&gt;.


[FILE:105:distinfo]
d096fe24aba3f118f82ea2ac7c5d607dcdf2926c2c76fcf97ae14c81d4b58161      1423653 CRAN/sandwich_3.1-2.tar.gz