R help - Jun 2007 - autoregressive spectral density estimate by andrews' plug-in method?

Hello!
I would like to ask if there is in R a function that estimates the spectral
density function of a stochastic series at frequency zero by the "plug-in
method", advocated by Andrews in his paper "Heteroscedasticity and
Autocorrelation Consistent Covariance Matrix Estimation", Econometrica,
59,817-858. I saw R has functions that employ Andrews' plug-in method using
an AR(1) approximation for the estimation of the variance-covariance matrix in
linear models. They come with the sandwich package. The so called
"meat" is actually the estimate of the spectral density matrix of the
model coefficients at frequency zero. However, I have a time series of length
160 and I need to estimate its spectral density via Andrews methodology. Any
suggestions will be appreciated.
Excuse me if I am asking something obvious.

Regards,
Martin

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