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enlever la partie contraintes, va refaire d'autres fonctions plus tard

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pour ça
This commit is contained in:
François Pelletier 2014-03-08 00:37:30 -05:00
parent ca602c5f75
commit 445e334b28
8 changed files with 40 additions and 49 deletions
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6
man/iterative.GMM.Rd
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@ -2,7 +2,9 @@
\alias{iterative.GMM}
\title{Iterative GMM method}
\usage{
iterative.GMM(start, conditions.vector, sample, ..., W, R, r, max.iter = 50,
iterative.GMM(start, conditions.vector, data, ...,
W = diag(length(conditions.vector)), R = 0, r = 0,
lagrangian.start = rep(0, length(conditions.vector)), max.iter = 50,
epsilon = 1e-06)
}
\arguments{
@ -11,7 +13,7 @@ iterative.GMM(start, conditions.vector, sample, ..., W, R, r, max.iter = 50,
\item{conditions.vector}{Vector of moment conditions}
\item{sample}{Individual data sample}
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}

4
man/meanvariance.gmm.vector.Rd
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@ -2,12 +2,12 @@
\alias{meanvariance.gmm.vector}
\title{GMM vector for mean and variance moment conditions}
\usage{
meanvariance.gmm.vector(param, sample, meanf, variancef)
meanvariance.gmm.vector(param, X, meanf, variancef)
}
\arguments{
\item{param}{Estimated parameters}
\item{sample}{Data Sample}
\item{X}{Data Sample}
\item{meanf}{Mean function}

12
man/objective.GMM.Rd
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@ -2,24 +2,18 @@
\alias{objective.GMM}
\title{Objective function for the GMM method}
\usage{
objective.GMM(param.lagrangian, conditions.vector, sample, ...,
W = diag(length(conditions.vector)), R = 0, r = 0)
objective.GMM(param, conditions.vector, data, W, ...)
}
\arguments{
\item{param.lagrangian}{Vector of parameters and
Lagrangian to optimize}
\item{param}{Vector of parameters}
\item{conditions.vector}{Vector of moment conditions}
\item{sample}{Individual data sample}
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{R}{Linear constraint matrix of coefficients}
\item{r}{Linear constraint constants}
}
\value{
A scalar value

17
man/optim.GMM.Rd
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@ -1,30 +1,25 @@
\name{optim.GMM}
\alias{optim.GMM}
\title{Optimization with constraints for GMM methos}
\title{Optimization for GMM method}
\usage{
optim.GMM(start, conditions.vector, sample, ..., W, R, r)
optim.GMM(start, conditions.vector, data, W, ...)
}
\arguments{
\item{start}{Starting values for the parameters and
lagrangian}
\item{start}{Starting values for the parameters}
\item{conditions.vector}{Vector of moment conditions}
\item{sample}{Individual data sample}
\item{data}{Individual data sample}
\item{...}{Functions of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{R}{Linear constraint matrix of coefficients}
\item{r}{Linear constraint constants}
}
\value{
une liste contenant le résultat de l'optimisation
a list with optimization results
}
\description{
Optimization with constraints for GMM methos
Optimization for GMM method
}
\author{
François Pelletier