33 lines
690 B
Text
33 lines
690 B
Text
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\name{optim.GMM}
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\alias{optim.GMM}
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\title{Optimization with constraints for GMM methos}
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\usage{
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optim.GMM(start, conditions.vector, num.param, ..., W, R, r)
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}
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\arguments{
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\item{start}{Starting values for the parameters and
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lagrangian}
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\item{conditions.vector}{Vector of moment conditions}
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\item{number}{of parameters of the distribution}
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\item{...}{Parameters of the vector of moment conditions}
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\item{W}{Weighting matrix}
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\item{R}{Linear constraint matrix of coefficients}
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\item{r}{Linear constraint constants}
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}
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\value{
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une liste contenant le résultat de l'optimisation
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}
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\description{
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Optimization with constraints for GMM methos
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}
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\author{
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François Pelletier
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}
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