[gov2001] Question on pcse using corr(ar1) in R

Hello, I have a question about implementing regressions in R with panel corrected standard errors with a correction for autocorrelation between the error terms. The reason I am reaching out to you is because I came across a resource online dated from a while back <https://lists.gking.harvard.edu/pipermail/gov2001/2008-April/001938.html> when you indicated "We are still working on a function that does PCSE AND AR(1) correction AND works for unbalanced panels (right now we only have the first two)." My question is, what progress has been made on such a program/package in R? My goal is to adapt an analysis I performed in Stata that took the form of "xtpcse [depvar] [indvars], corr(ar1)". When I used the pcse package in R, I received an error message stating that "Length of groupN and groupT must equal nrows of using data", which I believe indicates that my panels were unbalanced. Sorry for contacting you out of the blue, but I thought maybe you knew of a quick solution given your post in the hyperlink above. Thanks. Ben