multiwayvcov

1.2.3

Multi-Way Standard Error Clustering

4packages depend

92.6Kdownloads / year

–test coverage

11/13checks pass

Overview

About

Maintained by Nathaniel GrahamFirst published 2014-07-025 releasesCRAN page ↗

Exports two functions implementing multi-way clustering using the method suggested by Cameron, Gelbach, & Miller (2011) and cluster (or block) bootstrapping for estimating variance-covariance matrices. Normal one and two-way clustering matches the results of other common statistical packages. Missing values are handled transparently and rudimentary parallelization support is provided.

Install

R (CRAN)Ubuntu (r2u)openSUSE (OBS)

install.packages("multiwayvcov", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-multiwayvcov

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-multiwayvcov

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

2NOTE11OK

Failing flavors

NOTE r-devel-linux-x86_64-debian-clang
NOTE r-devel-linux-x86_64-debian-gcc

Slowest check: 53 s · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 33% structuredCode of conductNoContributing guideNo

Examples that run: 50%
Documented parameters: 100%
Return-value docs: 100%
References docs: 100%

Downloads

92.6K

CRAN downloads in the past year

Rank #1,551 · ~254/day · ~7.7K/mo

Releases R versions

Daily download trend is not available in this view yet.

3.9K30 days

18.7K90 days

92.6K1 year

Compare downloads with other packages →

Also on146 r2u30 autocran66 c2d4u

Dependencies

Declared dependencies

2 external dependencies (excludes base and recommended)

Depends (1)

R >= 3.0.0

Imports (6)

sandwichbootcompilerparallelstatsutils

LinkingTo (0)

none

Suggests (1)

lmtest

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

4direct

0indirect

CMatching ExPanDaR gravity sandwich

Code & Tests

Datasets

People & History

People (0)

Author records are not tracked yet for this package.

Listed in earlier versions (4)

Mahmood Arai

no longer listed · 1.0.4 to 1.2.3

Nathaniel Graham

no longer listed · 1.0.4 to 1.2.3

Bj<b6>rn Hagstr<c3><b6>mer

no longer listed · 1.2.0

Björn Hagströmer

no longer listed · 1.2.1 to 1.2.3

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
R
R 4.3.0 released · 2023-04-21
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
R
R 4.0.0 released · 2020-04-24
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
R
R 3.4.0 released · 2017-04-21
1.2.3Latest
2016-05-05 · current release · diff ↗
R
R 3.3.0 released · 2016-05-03
1.2.2
2015-09-25 · diff ↗
R
R 3.2.0 released · 2015-04-16
1.2.1
2014-10-20 · diff ↗
1.2.0
2014-09-06 · diff ↗

Show 2 earlier events

1.0.4
2014-07-02
R
R 3.1.0 released · 2014-04-10

Package metadata

First published: 2014-07-02
Total releases: 5 / 12 yrs
License: BSD_2_clause + file LICENSE OSI
Minimum R: ≥ 3.0.0
Bundled data: 70 KB / 1 file
Download size: 105 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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