GMMStuff/man/fourmoments.gmm.vector.Rd

30 lines
580 B
Text
Raw Permalink Normal View History

2014-02-27 03:45:46 +00:00
\name{fourmoments.gmm.vector}
\alias{fourmoments.gmm.vector}
\title{GMM vector for 4 first central moments conditions}
\usage{
fourmoments.gmm.vector(param, sample, meanf, variancef, skewnessf, kurtosisf)
}
\arguments{
\item{param}{Estimated parameters}
\item{sample}{Data Sample}
\item{meanf}{Mean function}
\item{variancef}{Variance function}
\item{skewnessf}{Skewness function}
\item{kurtosisf}{Kurtosis function}
}
\value{
A four column matrix of differences
}
\description{
GMM vector for 4 first central moments conditions
}
\author{
François Pelletier
}