NEWS in package ‘sandwich’

Changes in version 2.2-9

added convenience function lrvar() to compute the long-run variance of the mean of a time series: a simple wrapper for kernHAC() and NeweyWest() applied to lm(x ~ 1).
lm/mlm/glm models with aliased parameters were not handled correctly (leading to errors in sandwich/vcovHC etc.), fixed now.
An improved error message is issued if prewhitening in vcovHAC() cannot work due to collinearity in the estimating functions.

HC4m and HC5 estimators, as suggested by Cribari-Neto and coauthors, have been added to vcovHC() and related functions.

estfun() methods for "hurdle"/"zeroinfl" objects can now handle multiple offset vectors (if any)

new vcovHC() method for "mlm" objects. This simply combines the "meat" for each individual regression and combines the result.

added/enhanced bread() and estfun() methods for "rlm" and "mlogit" objects (from MASS and mlogit, respectively).
made vcovHC() and vcovHAC() generic with previous function definitions as default methods.
updated vignettes (in particular using the more convenient tobit() interface from the AER package).

added bread() and estfun() methods for "hurdle"/"zeroinfl" objects as computed by hurdle()/zeroinfl() in package "pscl".
fixed bread() and estfun() methods for negative binomial "glm" objects: now dispersion = 1 is used.

bread() method for "lm" objects now calls summary.lm() explicitely (rather than the generic) so that it also works with "aov" objects.

Added new vcovOPG() function for computing the outer product of gradients estimator (works for maximum likelihood estfun() methods only).
Scaled estfun() and bread() method for "glm" objects by dispersion estimate. Hence, this corresponds to maximum likelihood and not deviance methods.

Minor fix to bwAndrews() so that it can be easily used in models for multivariate means.

A paper based on the "sandwich-OOP" vignette was accepted for publication in volume 16(9) of Journal of Statistical Software at http://www.jstatsoft.org/
A NAMESPACE was added for the package.

The vignette "sandwich-OOP" has been revised, extended and released as a technical report.
Several estfun() methods and some of the meat() functions have been enhanced and made more consistent.

estfun() methods now use directly the model.matrix() method instead of the terms() and model.frame() methods.

sandwich is made object-oriented, so that various types of sandwich estimators can be computed not only for "lm" models, but also "glm", "survreg", etc. To achieve object orientation this various changes have been made: a sandwich() function is provided which needs a bread and a meat matrix. For the bread, a generic bread() function is provided, for the meat, there are meat(), meatHC() and meatHAC(). All rely on the existence of a estfun() method.
vcovHC() and vcovHAC() have been restructured to use sandwich() together with meatHC() and meatHAC(), respectively.
A new vignette "sandwich-OOP" has been added, explaining the new object-orientation features.
Various methods to bread() and estfun() have been added, particularly for "survreg" and "coxph".