Package: hrt
Type: Package
Title: Heteroskedasticity Robust Testing
Version: 1.0.2
Date: 2025-04-14
Authors@R: person(given = "David", family = "Preinerstorfer",
                    role = c("aut", "cre"), email = "david.preinerstorfer@wu.ac.at")
Maintainer: David Preinerstorfer <david.preinerstorfer@wu.ac.at>
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"
        <doi:10.48550/arXiv.2104.12597>, which will appear as
        <doi:10.1017/S0266466623000269>.
License: GPL-2
Imports: methods, stats, Rcpp, CompQuadForm
LinkingTo: Rcpp, RcppEigen
NeedsCompilation: yes
Packaged: 2026-10-25 08:08:55 UTC; root
Author: David Preinerstorfer [aut, cre]
Repository: https://cran.r-universe.dev
Date/Publication: 2025-04-17 07:20:05 UTC
RemoteUrl: https://github.com/cran/hrt
RemoteRef: HEAD
RemoteSha: 629735305f602f2e9bc52668a7bf6c51ab5b5cc2