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I am trying to compute the white heteroskedasticity-robust standard errors (also called the Huber standard errors) in a linear model, but I can't seem to find a function to do it. I know that the design library in S+ has something like this (robcov?), but I have not yet seen this library ported to R. Anyone know if there is already a function built into R to do this relatively simple job?

Hola, I've done everything as correct as I can see in smb.conf under fresh ubuntu 6.06 fully updated install to have it run as a PDC on hostname florentine, domain DAVEYST. There are no testparm errors. I've added users with useradd and smbpasswd -a I've added machines with useradd and smbpasswd -a -m I can see the server in my network neighbourhood and access/browse folders on