R Observatory: Metrics for sandwich version 3.1-3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

sandwich

3.1-3

Robust Covariance Matrix Estimators

283packages depend

3.1Mdownloads / year

21.2%test coverage

13/13checks pass

Overview

About

Maintained by Achim ZeileisFirst published 2004-02-2040 releasesCRAN page ↗Codeberg ↗

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) doi:10.18637/jss.v095.i01, Zeileis (2004) doi:10.18637/jss.v011.i10 and Zeileis (2006) doi:10.18637/jss.v016.i09.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("sandwich", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-sandwich

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-sandwich

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-sandwich

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.5 min · r-release-macos-x86_64

Code health

Yes

Tests · ratio 0.75

21.2%

Coverage · measured lines

100%

Documentation · exports

3

Dependencies · direct

Check history

OK2026-08-04
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-07-14
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-07-11
9 OK · 4 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-27
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 6 earlier snapshots

WARNING2026-06-14
12 OK · 0 NOTE · 1 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-08
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-07
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-27
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-03-25
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 153 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 97%
Return-value docs: 100%
References docs: 95%

Downloads

3.1M

CRAN downloads in the past year

Rank #209 · ~8.4K/day · ~256.1K/mo

Releases R versions

Daily download trend is not available in this view yet.

238K30 days

765.8K90 days

3.1M1 year

Compare downloads with other packages →

Also on20.7K r2u192 autocran110.3K conda_forge1.8K c2d4u

Repository

Codeberg ↗ zeileis/sandwich

Repository practices

Upstream repositoryBeta

Repository codeberg.org/zeileis/sandwich is linked, but repository-practices checks have not run for it yet. Checks are GitHub-only for now.

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.0

Imports (3)

statsutilszoo

LinkingTo (0)

none

Suggests (16)

AER car geepacklatticelme4 lmtestMASSmultiwayvcovparallelpcse plm pscl scatterplot3dstats4strucchangesurvival

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

283direct

723indirect

and 235 more packages.

Code & Tests

Datasets

People & History

People (4)

Maintainer (1)

Achim Zeileis

Author, Maintainer

Authors (2)

Achim Zeileis

Author, Maintainer

Thomas Lumley

Author

Contributors (2)

Nathaniel Graham

Contributor · added in 2.4-0

Susanne Koell

Contributor · added in 3.0-0

Listed in earlier versions (1)

Susanne Berger

no longer listed · 2.4-0 to 2.5-1

Package Timeline

40 releases. Pick two to compare their code metrics. R releases are shown for context.

3.1-3Latest
2026-08-03 · current release · diff ↗
3.1-2
2026-07-12 · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
3.1-1
2024-09-15 · diff ↗
R
R 4.4.0 released · 2024-04-24
3.1-0
2023-12-11 · diff ↗
R
R 4.3.0 released · 2023-04-21
3.0-2
2022-06-15 · diff ↗
R
R 4.2.0 released · 2022-04-22
3.0-1
2021-05-18 · diff ↗
R
R 4.1.0 released · 2021-05-18
3.0-0
2020-10-02 · diff ↗
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
2.5-1
2019-04-07 · diff ↗

Show 56 earlier events

2.5-0
2018-08-17 · diff ↗
R
R 3.5.0 released · 2018-04-23
2.4-0
2017-07-26 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
2.3-4
2015-09-24 · diff ↗
R
R 3.2.0 released · 2015-04-16
2.3-3
2015-03-26 · diff ↗
2.3-2
2014-08-24 · diff ↗
2.3-1
2014-07-20 · diff ↗
R
R 3.1.0 released · 2014-04-10
2.3-0
2013-10-05 · diff ↗
R
R 3.0.0 released · 2013-04-03
2.2-10
2013-03-29 · diff ↗
R
R 2.15.0 released · 2012-03-30
2.2-9
2012-01-14 · diff ↗
R
R 2.14.0 released · 2011-10-31
2.2-8
2011-09-28 · diff ↗
2.2-7
2011-06-07 · diff ↗
R
R 2.13.0 released · 2011-04-13
R
R 2.12.0 released · 2010-10-15
R
R 2.11.0 released · 2010-04-22
2.2-6
2010-03-03 · diff ↗
2.2-5
2010-01-15 · diff ↗
2.2-4
2009-12-08 · diff ↗
2.2-3
2009-11-30 · diff ↗
2.2-2
2009-11-18 · diff ↗
R
R 2.10.0 released · 2009-10-26
R
R 2.9.0 released · 2009-04-17
2.2-1
2009-02-05 · diff ↗
2.2-0
2008-12-19 · diff ↗
R
R 2.8.0 released · 2008-10-20
R
R 2.7.0 released · 2008-04-22
2.1-0
2008-01-26 · diff ↗
2.0-3
2007-12-14 · diff ↗
R
R 2.6.0 released · 2007-10-03
R
R 2.5.0 released · 2007-04-24
2.0-2
2007-04-14 · diff ↗
2.0-1
2006-11-17 · diff ↗
R
R 2.4.0 released · 2006-10-03
2.0-0
2006-08-18 · diff ↗
1.9-0
2006-05-24 · diff ↗
R
R 2.3.0 released · 2006-04-24
1.1-1
2006-02-15 · diff ↗
1.1-0
2006-01-19 · diff ↗
R
R 2.2.0 released · 2005-10-06
R
R 2.1.0 released · 2005-04-18
1.0-1
2005-04-06 · diff ↗
1.0-0
2004-12-02 · diff ↗
0.9-0
2004-11-03 · diff ↗
R
R 2.0.0 released · 2004-10-04
0.1-3
2004-07-20 · diff ↗
R
R 1.9.0 released · 2004-04-12
0.1-2
2004-04-08 · diff ↗
0.1-1
2004-02-20
R
R 1.8.0 released · 2003-10-08

Package metadata

First published: 2004-02-20
Total releases: 40 / 22 yrs
License: GPL-2 | GPL-3 OSI
Minimum R: ≥ 3.0.0
Bundled data: 440 KB / 4 files
Download size: 1.4 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Econometrics Empirical Finance Robust Statistical Methods

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("sandwich")

Format

Zeileis, A., Graham, N., Koell, S., & Lumley, T. (2026). sandwich: Robust Covariance Matrix Estimators (Version 3.1-3) [Computer software]. https://doi.org/10.32614/CRAN.package.sandwich

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for sandwich version 3.1-3 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →