# GMM vector for 4 first central moments conditions # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' GMM vector for 4 first central moments conditions #' @param param Estimated parameters #' @param sample Data Sample #' @param meanf Mean function #' @param variancef Variance function #' @param skewnessf Skewness function #' @param kurtosisf Kurtosis function #' @return A four column matrix of differences #' @export fourmoments.gmm.vector #' @author François Pelletier fourmoments.gmm.vector <- function(param,sample,meanf,variancef,skewnessf,kurtosisf) { cbind(X-meanf(param), (X-meanf(param))^2 - variancef(param), (X-meanf(param))^3/variancef(param)^(3/2) - skewnessf(param), (X-meanf(param))^4/variancef(param)^(2) - kurtosisf(param)) }