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hrt

Heteroskedasticity Robust Testing

v1.0.2 · Apr 17, 2025 · GPL-2

Description

Functions for testing affine hypotheses on the regression coefficient vector in regression models with heteroskedastic errors: (i) a function for computing various test statistics (in particular using HC0-HC4 covariance estimators based on unrestricted or restricted residuals); (ii) a function for numerically approximating the size of a test based on such test statistics and a user-supplied critical value; and, most importantly, (iii) a function for determining size-controlling critical values for such test statistics and a user-supplied significance level (also incorporating a check of conditions under which such a size-controlling critical value exists). The three functions are based on results in Poetscher and Preinerstorfer (2021) "Valid Heteroskedasticity Robust Testing" <doi:10.48550/arXiv.2104.12597>, which will appear as <doi:10.1017/S0266466623000269>.

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CRAN Check Status

13 OK
Show all 13 flavors
Flavor Status
r-devel-linux-x86_64-debian-clang OK
r-devel-linux-x86_64-debian-gcc OK
r-devel-linux-x86_64-fedora-clang OK
r-devel-linux-x86_64-fedora-gcc OK
r-devel-windows-x86_64 OK
r-oldrel-macos-arm64 OK
r-oldrel-macos-x86_64 OK
r-oldrel-windows-x86_64 OK
r-patched-linux-x86_64 OK
r-release-linux-x86_64 OK
r-release-macos-arm64 OK
r-release-macos-x86_64 OK
r-release-windows-x86_64 OK

Check History

OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

whether package can be installed

Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/hrt.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.4Mb
  sub-directories of 1Mb or more:
    libs   5.2Mb

Dependency Network

Dependencies Reverse dependencies Rcpp CompQuadForm hrt

Version History

4 tracked
new 1.0.2 Mar 10, 2026
updated 1.0.2 ← 1.0.1 diff Apr 16, 2025
updated 1.0.1 ← 1.0.0 diff Sep 7, 2021
new 1.0.0 Apr 27, 2021