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sandwich

3.1-3Package record

Robust Covariance Matrix Estimators

195packages dependsuggested by 102
3.2Mdownloads / year
21.2%test coverage
13/13flavors OK

Overview

About

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.

Changes in 3.1-3

From NEWS.md in the release

Install

Health

CRAN checks
13OK
Slowest check: 4.5 min · r-release-macos-x86_64
Status changes
  • OK13 OK2026-08-04
  • NOTE12 OK, 1 NOTE2026-08-01
  • OK13 OK2026-07-14
  • NOTE9 OK, 4 NOTE2026-07-11
  • OK13 OK2026-06-27
Show 6 earlier changesHide 6 earlier changes
  • WARNING12 OK, 1 WARNING2026-06-14
  • OK13 OK2026-06-08
  • ERROR12 OK, 1 ERROR2026-06-07
  • OK14 OK2026-03-27
  • ERROR13 OK, 1 ERROR2026-03-25
  • OK14 OK2026-03-10
Advisories

none known

Documentation

In release 3.1-3
READMEYes · 153 wordsVignettesYes · 3 · dynamicNEWSYes · 100% structured · mentions 3.1-3Citation fileYes · cites a publicationWebsiteYes
Cites a JSS article
Help pages
22
Examples that run
100%21 run in a plain check
Exported functions with examples
100%
Documented parameters
97%
Return-value docs
100%
Help pages citing references
95%

Downloads

3.2M
CRAN downloads in the past year
Rank #199 · ~8.7K/day · ~264.7K/mo
Daily download trend is not available in this view yet.
310.2K30 days
821.5K90 days
3.2M1 year
Compare downloads with other packages →
Also on29.1K r2u186 autocran122.6K conda_forge2K c2d4u

Repository

1Stars
1Forks
2Open issues
2Open PRs
604Commits
8Commit identities
604 commits · Last activity 2026-10-11
Responsiveness
How these are sampled
PRs merged (all time)
100%
Median days to close, 50 most recently updated closed issues
GitHub only
Median days to close, 50 most recently updated closed PRs
GitHub only
PracticesBeta

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 v4 (2026-10-20)

Dependencies

Declared dependencies
12 external dependencies (excludes base and recommended)

Installing sandwich adds 1 package (1 with compiled code, 675 KB of source tarballs). Heaviest: zoo 675 KB.

Depends (1)
R >= 3.0.0
Imports (3)
statsutilszoo
LinkingTo (0)
none
Enhances (0)
none

Datasets

People & History

People (4)
Author, Maintainer since 0.1-1 (2004)
Contributor · added in 2.4-0
Contributor · added in 3.0-0
Listed in earlier versions (1)
Susanne Berger
no longer listed · 2.4-0 to 2.5-1
Releases (40)

Pick two releases to compare their code metrics.

  • 3.1-3Latest
    record
    2026-08-03 · current release · diff ↗
  • 3.1-2
    record
    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
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    2024-09-15 · diff ↗
  • R
    R 4.4.0 released · 2024-04-24
  • 3.1-0
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    2023-12-11 · diff ↗ ·
    added 1 export
    vcovJK
  • R
    R 4.3.0 released · 2023-04-21
  • 3.0-2
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    2022-06-15 · diff ↗
  • R
    R 4.2.0 released · 2022-04-22
  • 3.0-1
    record
    2021-05-18 · diff ↗
  • R
    R 4.1.0 released · 2021-05-18
  • 3.0-0
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    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
    record
    2019-04-07 · diff ↗
Show 56 earlier eventsHide 56 earlier events
  • 2.5-0
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    2018-08-17 · diff ↗ ·
    added 1 export
    vcovBS.lm
  • R
    R 3.5.0 released · 2018-04-23
  • 2.4-0
    record
    2017-07-26 · diff ↗ ·
    added 9 exports
    vcovCL, meatCL, vcovPL, meatPL, vcovPC, meatPC, vcovBS, vcovBS.default, .vcovBSenv
  • R
    R 3.4.0 released · 2017-04-21
  • R
    R 3.3.0 released · 2016-05-03
  • 2.3-4
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    2015-09-24 · diff ↗
  • R
    R 3.2.0 released · 2015-04-16
  • 2.3-3
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    2015-03-26 · diff ↗
  • 2.3-2
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    2014-08-24 · diff ↗
  • 2.3-1
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    2014-07-20 · diff ↗
  • R
    R 3.1.0 released · 2014-04-10
  • 2.3-0
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    2013-10-05 · diff ↗
  • R
    R 3.0.0 released · 2013-04-03
  • 2.2-10
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    2013-03-29 · diff ↗
  • R
    R 2.15.0 released · 2012-03-30
  • 2.2-9
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    2012-01-14 · diff ↗ ·
    added 1 export
    lrvar
  • R
    R 2.14.0 released · 2011-10-31
  • 2.2-8
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    2011-09-28 · diff ↗
  • 2.2-7
    record
    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
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    2010-03-03 · diff ↗
  • 2.2-5
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    2010-01-15 · diff ↗
  • 2.2-4
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    2009-12-08 · diff ↗
  • 2.2-3
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    2009-11-30 · diff ↗
  • 2.2-2
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    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
    record
    2009-02-05 · diff ↗
  • 2.2-0
    record
    2008-12-19 · diff ↗ ·
    added 2 exports
    vcovHC.default, vcovHAC.default
  • R
    R 2.8.0 released · 2008-10-20
  • R
    R 2.7.0 released · 2008-04-22
  • 2.1-0
    record
    2008-01-26 · diff ↗
  • 2.0-3
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    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
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    2007-04-14 · diff ↗ ·
    added 1 export
    vcovOPG
  • 2.0-1
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    2006-11-17 · diff ↗
  • R
    R 2.4.0 released · 2006-10-03
  • 2.0-0
    record
    2006-08-18 · diff ↗ ·
    added 18 exports
    sandwich, bread, meat, vcovHC, meatHC, vcovHAC, meatHAC, kernHAC, NeweyWest, weave, weightsLumley, weightsAndrews, bwAndrews, bwNeweyWest, estfun, kweights, isoacf, pava.blocks
  • 1.9-0
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    2006-05-24 · diff ↗
  • R
    R 2.3.0 released · 2006-04-24
  • 1.1-1
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    2006-02-15 · diff ↗
  • 1.1-0
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    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
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    2005-04-06 · diff ↗
  • 1.0-0
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    2004-12-02 · diff ↗
  • 0.9-0
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    2004-11-03 · diff ↗
  • R
    R 2.0.0 released · 2004-10-04
  • 0.1-3
    record
    2004-07-20 · diff ↗
  • R
    R 1.9.0 released · 2004-04-12
  • 0.1-2
    record
    2004-04-08 · diff ↗
  • 0.1-1
    record
    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

Cite

Cite this package

Run in R for the authors' entry:

citation("sandwich")

The package provides a citation file, so citation() returns the authors' own entry.

It points to 10.18637/jss.v095.i01, 10.18637/jss.v011.i10, 10.18637/jss.v016.i09.

Cite the R Observatory

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

APA

Balamuta, J. J. (2026). R Observatory: Metrics for sandwich version 3.1-3 [Data set]. HJJB, LLC. Data release v2026-10-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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