Ajout de quelques fonctions

man/fourmoments.gmm.vector.Rd

@@ -0,0 +1,29 @@
+\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
+}
+

man/gmmGAL.mu.vcov.Rd

@@ -0,0 +1,23 @@
+\name{gmmGAL.mu.vcov}
+\alias{gmmGAL.mu.vcov}
+\title{Estimated covariance matrix}
+\usage{
+gmmGAL.mu.vcov(conditions.vector, n, ...)
+}
+\arguments{
+  \item{conditions.vector}{Vector of moment conditions}
+
+  \item{n}{Sample size}
+
+  \item{...}{Parameters of the vector of moment conditions}
+}
+\value{
+A square covariance matrix
+}
+\description{
+Estimated covariance matrix
+}
+\author{
+François Pelletier
+}
+

man/mean.variance.gmm.vector.Rd

@@ -0,0 +1,25 @@
+\name{mean.variance.gmm.vector}
+\alias{mean.variance.gmm.vector}
+\title{GMM vector for mean and variance moment conditions}
+\usage{
+\method{mean}{variance.gmm.vector}(param, sample, meanf, variancef)
+}
+\arguments{
+  \item{param}{Estimated parameters}
+
+  \item{sample}{Data Sample}
+
+  \item{meanf}{Mean function}
+
+  \item{variancef}{Variance function}
+}
+\value{
+A two column matrix of differences
+}
+\description{
+GMM vector for mean and variance moment conditions
+}
+\author{
+François Pelletier
+}
+

man/obj.gmmGAL.mu.Rd

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+\name{obj.gmmGAL.mu}
+\alias{obj.gmmGAL.mu}
+\title{Objective function for the GMM method}
+\usage{
+obj.gmmGAL.mu(conditions.vector, ..., W = diag(length(conditions.vector)))
+}
+\arguments{
+  \item{conditions.vector}{Vector of moment conditions}
+
+  \item{...}{Parameters of the vector of moment conditions}
+
+  \item{W}{Weighting matrix}
+}
+\value{
+A scalar value
+}
+\description{
+Objective function for the GMM method
+}
+\author{
+François Pelletier
+}
+