heteroskedasticity-robust standard errors

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

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


-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !)  To: r-help-request at stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._