[R] heteroskedasticity-robust standard errors

[Grant Farnsworth]

I am trying to compute the white heteroskedasticity-robust standard errors
(also called the Huber standard errors) in a linear model, but I can't seem
to find a function to do it.  I know that the design library in S+ has
something like this (robcov?), but I have not yet seen this library ported
to R.

Anyone know if there is already a function built into R to do this
relatively simple job?

Thanks,
Grant

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Grant Verdell Farnsworth
gvf at email.byu.edu
http://thegrantman.freewebsites.com
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