# Objective function for the GMM method # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' Objective function for the GMM method #' @param conditions.vector Vector of moment conditions #' @param ... Parameters of the vector of moment conditions #' @param W Weighting matrix #' @return A scalar value #' #' @author François Pelletier obj.gmmGAL.mu <- function(conditions.vector,...,W=diag(length(conditions.vector))) { colMeans(conditions.vector(...)) %*% ginv(W) %*% colMeans(conditions.vector(...)) }