Heteroskedasticity-Consistent Inference for Linear Models // Computes heteroskedasticity-consistent covariance matrix estimators for ordinary least squares regression models. The published HC0 through HC5m estimators implemented in the package follow White (1980) doi:10.2307/1912934, Hinkley (1977) doi:10.1080/00401706.1977.10489550, MacKinnon and White (1985) doi:10.1016/0304-4076(85)90158-7, Cribari-Neto (2004) doi:10.1016/S0167-9473(02)00366-3, Cribari-Neto and da Silva (2011) doi:10.1007/s10182-010-0141-2, Cribari-Neto et al. (2007) doi:10.1080/03610920601126589, and Li et al. (2016) doi:10.1080/00949655.2016.1198906. The package also includes HCbeta, a new estimator proposed by the package authors. It provides normal Wald tests, confidence intervals, diagnostics, and S3 output for applied inference.