20 lines
No EOL
689 B
R
20 lines
No EOL
689 B
R
# Objective function for the GMM method
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#
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# Author: Francois Pelletier
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#
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# LGPL-3.0
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###############################################################################
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#' Objective function for the GMM method
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#' @param param Vector of parameters
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#' @param conditions.vector Vector of moment conditions
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#' @param data Individual data sample
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#' @param W Weighting matrix
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#' @param ... Functions of the vector of moment conditions
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#' @return A scalar value
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#' @export objective.GMM
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#' @author François Pelletier
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objective.GMM <- function(param,conditions.vector,data,W,...)
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{
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as.vector(colMeans(conditions.vector(param,data,...)) %*% ginv(W) %*% colMeans(conditions.vector(param,data,...)))
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} |