Package index • chandwich

Package

chandwich-package chandwich: chandwich: Chandler-Bate Sandwich Loglikelihood Adjustment

Loglikelihood adjustment

adjust_loglik(): Loglikelihood adjustment using the sandwich estimator

Statistical inference

anova(<chandwich>): Comparison of nested models

compare_models(): Comparison of nested models

print(<compmod>): Print method for objects of class "compmod"

confint(<chandwich>): Confidence intervals for model parameters

plot(<confint>): Plot diagnostics for a confint object

print(<confint>): Print method for objects of class "confint"

conf_intervals(): Confidence intervals

conf_region(): Two-dimensional confidence regions

plot(<confreg>): Plot diagnostics for a confreg object

profile_loglik(): Profile loglikelihood

Generics

coef(<chandwich>): Extract model coefficients method for objects of class "chandwich"

vcov(<chandwich>): Calculate the variance-covariance matrix for an object of class "chandwich"

logLik(<chandwich>): Extract log-likelihood for objects of class "chandwich"

plot(<chandwich>): Plot diagnostics for a chandwich object

print(<chandwich>): Print method for objects of class "chandwich"

summary(<chandwich>): Summarizing adjusted loglikelihoods

print(<summary.chandwich>): Print method for objects of class "summary.chandwich"

Example data

owtemps: Oxford and Worthing annual maximum temperatures

rats: Rat tumor data

GEV example

log_gev(): The Generalised Extreme Value Log-Density Function