Dear useRs, a new version 2.0-0 of the sandwich package for estimating sandwich covariance matrices is available from the CRAN mirrors. The tools for computing heteroskedasticity (and autocorrelation) consistent covariance matrix estimators (also called HC and HAC estimators, including the Eicker-Huber-White estimator) have been generalized over the last releases from linear regression to general parametric models. These new object-oriented features of the sandwich package are also described in paper published in the Journal of Statistical Software (JSS) that accompanies this release. See http://www.jstatsoft.org/ The new JSS paper and the previous one (accompanying version 1.0-0) are also available as package vignettes: vignette("sandwich", package = "sandwich") vignette("sandwich-OOP", package = "sandwich") Best wishes, Z _______________________________________________ R-packages mailing list R-packages at stat.math.ethz.ch https://stat.ethz.ch/mailman/listinfo/r-packages