# Objective function for the GMM method # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' Objective function for the GMM method #' @param param Vector of parameters #' @param conditions.vector Vector of moment conditions #' @param data Individual data sample #' @param ... Functions of the vector of moment conditions #' @param W Weighting matrix #' @return A scalar value #' @export objective.GMM #' @author François Pelletier objective.GMM <- function(param,conditions.vector,data,W,...) { as.vector(colMeans(conditions.vector(param,data,...)) %*% ginv(W) %*% colMeans(conditions.vector(param,data,...))) }