CRAN
multiwayvcov 1.2.3
Multi-Way Standard Error Clustering
Released May 5, 2016 by Nathaniel Graham
This package cannot yet be used with Renjin it depends on other packages which are not available: compiler
Dependencies
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.