# GMM vector for mean and variance moment conditions # # Author: Francois Pelletier # # LGPL-3.0 ############################################################################### #' GMM vector for mean and variance moment conditions #' @param param Estimated parameters #' @param sample Data Sample #' @param meanf Mean function #' @param variancef Variance function #' @return A two column matrix of differences #' #' @author François Pelletier mean.variance.gmm.vector <- function(param,sample,meanf,variancef) { cbind(X-meanf(param),(X-meanf(param))^2 - variancef(param)) }