Other packages > Find by keyword >

hrt  

Heteroskedasticity Robust Testing
View on CRAN: Click here


Download and install hrt package within the R console
Install from CRAN:
install.packages("hrt")

Install from Github:
library("remotes")
install_github("cran/hrt")

Install by package version:
library("remotes")
install_version("hrt", "1.0.2")



Attach the package and use:
library("hrt")
Maintained by
David Preinerstorfer
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-04-28
Latest Update: 2025-04-17
Description:
Functions for testing affine hypotheses on the regression coefficient vector in regression models with heteroskedastic errors: (i) a function for computing various test statistics (in particular using HC0-HC4 covariance estimators based on unrestricted or restricted residuals); (ii) a function for numerically approximating the size of a test based on such test statistics and a user-supplied critical value; and, most importantly, (iii) a function for determining size-controlling critical values for such test statistics and a user-supplied significance level (also incorporating a check of conditions under which such a size-controlling critical value exists). The three functions are based on results in Poetscher and Preinerstorfer (2021) "Valid Heteroskedasticity Robust Testing" .
How to cite:
David Preinerstorfer (2021). hrt: Heteroskedasticity Robust Testing. R package version 1.0.2, https://cran.r-project.org/web/packages/hrt. Accessed 09 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:47), 1.0.0 (2021-04-28 16:40), 1.0.1 (2021-09-08 13:50)
Other packages that cited hrt R package
View hrt citation profile
Other R packages that hrt depends, imports, suggests or enhances
Complete documentation for hrt
Functions, R codes and Examples using the hrt R package
Some associated functions: critical.value . hrt-package . size . test.stat . 
Some associated R codes: RcppExports.R . auxiliary.functions.R . critical.value.R . expl.start.R . size.R . size.qm.R . test.stat.R . zzz.R .  Full hrt package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA