rStats.js v1.3.0
    Preparing search index...

    Interface VcovHCOptions

    Options for vcovHC.

    interface VcovHCOptions {
        omega?:
            | readonly number[]
            | ((res: number[], hat: number[], df: number) => readonly number[]);
        sandwich?: boolean;
        type?: VcovHCType;
    }
    Index
    omega? sandwich? type?
    omega?:
        | readonly number[]
        | ((res: number[], hat: number[], df: number) => readonly number[])

    The weights omega_i of the meat instead of the type's: an array of one value per row of non-zero weight (or one per row used, those of weight 0 then left out), or a function (res, hat, df) => omega of the residual factors, the hat values and n - k.

    sandwich?: boolean

    Return the sandwich (default true) or the meat only (false).

    type?: VcovHCType

    The estimator: "HC3" (default), "const", "HC0" (alias "HC"), "HC1", "HC2", "HC4", "HC4m" or "HC5". Unambiguous abbreviations are accepted, as R's match.arg.

    Settings
    Member Visibility

    On This Page
    Properties