2014-03-08 05:37:30 +00:00
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# Optimization for 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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#' Optimization for GMM method
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2014-02-28 04:05:30 +00:00
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#'
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2014-03-08 05:37:30 +00:00
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#' @param start Starting values for the parameters
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2014-02-28 04:05:30 +00:00
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#' @param conditions.vector Vector of moment conditions
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#' @param data Individual data sample
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2014-03-03 01:20:34 +00:00
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#' @param ... Functions of the vector of moment conditions
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2014-02-28 04:05:30 +00:00
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#' @param W Weighting matrix
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2014-03-08 05:37:30 +00:00
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#' @return a list with optimization results
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2014-03-06 02:48:37 +00:00
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#' @export optim.GMM
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2014-02-28 04:05:30 +00:00
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#' @author François Pelletier
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2014-03-08 05:37:30 +00:00
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optim.GMM <- function(start,conditions.vector,data,W,...)
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2014-02-28 04:05:30 +00:00
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{
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2014-03-08 05:37:30 +00:00
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optim(start,objective.GMM,conditions.vector,data,W,...)
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2014-02-28 04:05:30 +00:00
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}
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