R Observatory: Metrics for hcinfer version 0.3.0

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

hcinfer

0.3.0Package record

Heteroskedasticity-Consistent Inference for Linear Models

0packages depend

1.2Kdownloads / year

79.0%test coverage

13/13flavors OK

Overview

About

Maintained by Pedro Rafael D. MarinhoCRAN page ↗GitHub ↗Website ↗Issues ↗

Performs heteroskedasticity-consistent inferences in linear regressions under heteroskedasticity. The published HC0 through HC5m estimators implemented in the package follow White (1980) doi:10.2307/1912934, Hinkley (1977) doi:10.1080/00401706.1977.10489550, MacKinnon and White (1985) doi:10.1016/0304-4076(85)90158-7, Cribari-Neto (2004) doi:10.1016/S0167-9473(02)00366-3, Cribari-Neto and da Silva (2011) doi:10.1007/s10182-010-0141-2, Cribari-Neto et al. (2007) doi:10.1080/03610920601126589 with its erratum doi:10.1080/03610920802109210, and Li et al. (2016) doi:10.1080/00949655.2016.1198906. The package also includes HCbeta, a new estimator proposed by the package authors. It additionally provides feasible generalized least squares estimation under multiplicative heteroskedasticity following Harvey (1976) doi:10.2307/1913974 and Cribari-Neto and Pereira (2019) doi:10.1080/00949655.2019.1586902, with two-step and maximum likelihood fitting and information criteria for the likelihood fit. It provides normal Wald tests, confidence intervals, diagnostics, and S3 output for applied inference.

Changes in 0.3.0

Added gls_mult() for feasible generalized least squares estimation under multiplicative heteroskedasticity. The estimator argument chooses the fit, either "ml" (default, Gaussian maximum likelihood) or "two_step" (Harvey's corrected auxiliary regression), and for maximum likelihood the method argument selects the stats::optim() algorithm: "BFGS" (default), "Nelder-Mead", "CG", or "L-BFGS-B". New coef() and vcov() methods access the mean and dispersion coefficients via model =, and confint(), tests(), summary(), print(), fitted(), and residuals() methods support applied inference, while logLik() and nobs() enable AIC() and BIC() for maximum likelihood fits. The package Description now also covers feasible generalized least squares following Harvey (1976) and Cribari-Neto and Pereira (2019).
Corrected the HC5 adjustment factor, which now follows the erratum to Cribari-Neto, Souza and Vasconcellos (2007). vcov_hc() and hcinfer() compute g_t = (1 - h_t)^(-delta_t / 2) instead of the expression g_t = (1 - h_t)^(-delta_t) printed in Section 3 of the original article, keeping delta_t = min(h_t / h_bar, max(4, k * h_max / h_bar)) and the default k = 0.7 unchanged. HC5 adjustment factors are therefore smaller, and HC5 standard errors, Wald statistics, p-values, and confidence intervals differ from those returned by earlier versions. HC5m is unaffected because it follows Li, Zhang, Zhang and Wang (2016) and applies its own exponent without the factor 1/2, so type = "hc5m" with k1 = 0, k2 = 0, and k3 = 1 no longer reproduces type = "hc5" and instead squares its adjustment factor.
Documented the corrected HC5 expression in the vcov_hc() help page and in the methodology vignette, and added the 2008 erratum to the references of hcinfer(), vcov_hc(), tests(), the methodology vignette, and the package Description.

From NEWS.md in the release

Install

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

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

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

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("prdm0/hcinfer")

Development version from prdm0/hcinfer. Installs pak first if it is not already available.

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-hcinfer

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled. We list this channel from recorded r2u download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

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-hcinfer

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-hcinfer

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed). We list this channel from recorded autoCRAN download activity rather than from a live index of the repository, so treat it as last known rather than guaranteed.

Health

CRAN checks

13OK

CRAN check page ↗

Slowest check: 3.8 min · r-oldrel-macos-x86_64

Status changes

OK13 OK2026-08-05
NOTE12 OK, 1 NOTE2026-08-01
OK1 OK2026-06-10

Advisories

none known

How this is measured·How advisories are found

Documentation

In release 0.3.0

READMEYes · 583 wordsVignettesYes · 7 · dynamicNEWSYes · 100% structured · mentions 0.3.0Citation fileNoWebsiteYes · pkgdown

Help pages: 24 (1 internal)includes a package overview page
Examples that run: 100%14 run in a plain check
Exported functions with examples: 100%
Documented parameters: 100%
Return-value docs: 100%
Help pages citing references: 21%

Vignettes (7)

Comparing HC Estimators HTML
Feasible GLS under multiplicative heteroskedasticity HTML
HC Estimator Methodology HTML
Introduction to hcinfer HTML
Pairs bootstrap inference with hcinfer HTML
The HCbeta algorithm and its consistency HTML
Using HCbeta HTML

How these are measured

Downloads

1.2K

CRAN downloads in the past year

Rank #14,909 · ~3/day · ~101/mo

Releases R versions

Daily download trend is not available in this view yet.

32030 days

80090 days

1.2K1 year

Compare downloads with other packages →

Also on41 r2u4 autocran

How downloads are counted

Repository

prdm0/hcinfer ↗Account: prdm0

1Stars

0Forks

0Open issues

0Open PRs

4Releases

47Commits

1Commit identities

47 commits · Last activity 2026-08-25

Responsiveness

How these are sampled

PRs merged (all time): 100%
Median days to close, 50 most recently updated closed issues: 8
Median days to close, 50 most recently updated closed PRs: 0

Releases over time

2026-07-14 · 22026-08-26 · 4

How these are measured

PracticesBeta

8 development-tooling and community-health practices detected across 5 families in the upstream repository

Checks run against github.com/prdm0/hcinfer on 2026-10-11.

Continuous integration (2)

GitHub ActionsR CMD check workflow

The R CMD check workflow runs on Linux, macOS and Windows, and on R-devel

Docs source (3)

README.Rmdpkgdown

GitHub Pages site last deployed 2026-08-25

pkgdown site last built 2026-08-25

Reproducibility and dev environment (1)

data-raw/

CRAN release process (1)

cran-comments.md

Show all practicesHide 1 practice

Lint, format, editor (1)

RStudio project

How this is detected·Detection ruleset v3 (2026-09-26)

Dependencies

Declared dependencies

12 external dependencies (excludes base and recommended)

Installing hcinfer adds 23 packages (11 with compiled code, 15 MB of source tarballs). Heaviest: ggplot2 6.0 MB, isoband 1.5 MB, farver 1.2 MB.

Depends (1)

R >= 4.1.0

Imports (5)

cli ggplot2 purrr rlang tibble

LinkingTo (0)

none

Suggests (7)

carrier dplyr knitr mirai rmarkdown testthat withr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

How these are counted

Code & Tests

Datasets

People & History

People (3)

Pedro Rafael D. Marinho

Author, Maintainer since 0.1.0 (2026)

Francisco Cribari-Neto

Author

Marina Oliveira Cunha

Author

Releases (4)

Pick two releases to compare their code metrics.

0.3.0Latest
record
2026-08-25 · current release · diff ↗ ·
added 1 export
gls_mult
0.2.0
record
2026-08-04 · diff ↗ ·
added 1 export
boot_pairs
0.1.1
record
2026-07-13 · diff ↗
0.1.0
record
2026-06-10
R
R 4.6.0 released · 2026-04-24

Package metadata

First published: 2026-06-10
Total releases: 4 / 1 yrs
License: MIT + file LICENSE OSI
Minimum R: ≥ 4.1.0
Bundled data: 5.5 KB / 4 files
Download size: 1.1 MB

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("hcinfer")

Format

Marinho, P. R. D., Cribari-Neto, F., & Oliveira Cunha, M. (2026). hcinfer: Heteroskedasticity-Consistent Inference for Linear Models (Version 0.3.0) [Computer software]. https://doi.org/10.32614/CRAN.package.hcinfer

This package has no citation file, so citation() returns this entry built from DESCRIPTION.

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 hcinfer version 0.3.0 [Data set]. HJJB, LLC. Data release v2026-10-19. https://doi.org/10.5281/zenodo.21843040

From data release v2026-10-19, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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