18 lines
582 B
R
18 lines
582 B
R
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# Objective function for the GMM method
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#
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# Author: Francois Pelletier
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#
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# LGPL-3.0
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###############################################################################
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#' Objective function for the GMM method
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#' @param conditions.vector Vector of moment conditions
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#' @param ... Parameters of the vector of moment conditions
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#' @param W Weighting matrix
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#' @return A scalar value
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#'
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#' @author François Pelletier
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obj.gmmGAL.mu <- function(conditions.vector,...,W=diag(length(conditions.vector)))
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{
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colMeans(conditions.vector(...)) %*% ginv(W) %*% colMeans(conditions.vector(...))
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}
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