Robust Covariance Matrix Estimators

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bwAndrews Kernel-based HAC Covariance Matrix Estimation
estfun Extract Estimating Functions
isoacf Isotonic Autocorrelation Function
kernHAC Kernel-based HAC Covariance Matrix Estimation
kweights Kernel Weights
pava.blocks Isotonic Autocorrelation Function
vcovHAC Heteroskedasticity and Autocorrelation Consistent (HAC) Covariance Matrix Estimation
vcovHC Heteroskedasticity-Consistent Covariance Matrix Estimation
weave Weighted Empirical Adaptive Variance Estimation
weightsAndrews Kernel-based HAC Covariance Matrix Estimation
weightsLumley Weighted Empirical Adaptive Variance Estimation