modification ordre des paramètres covariance.GMM

R/covariance.GMM.R

@@ -6,14 +6,14 @@
 ###############################################################################
 
 #' Estimated covariance matrix
-#' @param conditions.vector Vector of moment conditions
 #' @param param Vector of estimated parameters
+#' @param conditions.vector Vector of moment conditions
 #' @param data Individual data sample
 #' @param ... Functions of the vector of moment conditions
 #' @return A square covariance matrix
 #' @export covariance.GMM
 #' @author François Pelletier
-covariance.GMM <- function(conditions.vector,param,data,...)
+covariance.GMM <- function(param,conditions.vector,data,...)
 {
 	t(conditions.vector(param,data,...)) %*% conditions.vector(param,data,...) / length(data)
 }

R/iterative.GMM.R

@@ -24,7 +24,7 @@ iterative.GMM <- function(start.value,conditions.vector,data,W,...,max.iter=50,e
 	repeat
 	{
 		theta2 <- optim.GMM(theta1,conditions.vector,data,W,...)$par
-		S <- covariance.GMM(conditions.vector,theta2,data,...)
+		S <- covariance.GMM(theta2,conditions.vector,data,...)
 		if(sqrt(sum((theta1-theta2)^2))<epsilon)
 			return(list(par=theta2,cov=S))
 		else if (i>max.iter)

man/covariance.GMM.Rd

@@ -2,13 +2,13 @@
 \alias{covariance.GMM}
 \title{Estimated covariance matrix}
 \usage{
-covariance.GMM(conditions.vector, param, data, ...)
+covariance.GMM(param, conditions.vector, data, ...)
 }
 \arguments{
-  \item{conditions.vector}{Vector of moment conditions}
-
   \item{param}{Vector of estimated parameters}
 
+  \item{conditions.vector}{Vector of moment conditions}
+
   \item{data}{Individual data sample}
 
   \item{...}{Functions of the vector of moment conditions}