# Estimated covariance matrix # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' Estimated covariance matrix #' @param conditions.vector Vector of moment conditions #' @param n Sample size #' @param ... Parameters of the vector of moment conditions #' @return A square covariance matrix #' #' @author François Pelletier covariance.GMM <- function(conditions.vector,n,...) { t(conditions.vector(...)) %*% conditions.vector(...) / n }