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 07 Mar. 2026.
Previous versions and publish date:
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

factoextra  
Extract and Visualize the Results of Multivariate Data Analyses
Provides some easy-to-use functions to extract and visualize the output of multivariate data analys ...
Download / Learn more Package Citations See dependency  
didrooRFM  
Compute Recency Frequency Monetary Scores for your Customer Data
This hosts the findRFM function which generates RFM scores on a 1-5 point scale for customer transa ...
Download / Learn more Package Citations See dependency  
momentfit  
Methods of Moments
Several classes for moment-based models are defined. The classes are defined for moment conditions d ...
Download / Learn more Package Citations See dependency  
prepdat  
Preparing Experimental Data for Statistical Analysis
Prepares data for statistical analysis (e.g., analysis of variance ;ANOVA) by enabling the user to ...
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  
RobPer  
Robust Periodogram and Periodicity Detection Methods
Calculates periodograms based on (robustly) fitting periodic functions to light curves (irregularly ...
Download / Learn more Package Citations See dependency  

26,270

R Packages

223,360

Dependencies

70,376

Author Associations

26,265

Publication Badges

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