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François Pelletier 2014-03-03 22:18:26 -05:00
parent 79246138f2
commit 842a555d13
3 changed files with 11 additions and 4 deletions
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9
R/iterative.GMM.R
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@ -1,9 +1,12 @@
# TODO: Add comment
# Iterative GMM method
#
# Author: francois
# Author: Francois Pelletier
#
# LGPL-3.0
###############################################################################
#' Iterative GMM method
#'
#' @param start Starting values for the parameters and lagrangian
#' @param conditions.vector Vector of moment conditions
#' @param sample Individual data sample

2
man/covariance.GMM.Rd
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@ -11,7 +11,7 @@ covariance.GMM(conditions.vector, param, sample...)
\item{sample}{Individual data sample}
\item{...}{Parameters of the vector of moment conditions}
\item{...}{Functions of the vector of moment conditions}
}
\value{
A square covariance matrix

4
man/iterative.GMM.Rd
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@ -1,5 +1,6 @@
\name{iterative.GMM}
\alias{iterative.GMM}
\title{Iterative GMM method}
\usage{
iterative.GMM(start, conditions.vector, sample, ..., W, R, r, max.iter = 50,
epsilon = 1e-06)
@ -28,6 +29,9 @@ iterative.GMM(start, conditions.vector, sample, ..., W, R, r, max.iter = 50,
A list containing the optimized vector of parameter and
corresponding covariance matrix
}
\description{
Iterative GMM method
}
\author{
François Pelletier
}