20 lines
601 B
R
20 lines
601 B
R
# GMM vector for mean and variance moment conditions
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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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#' GMM vector for mean and variance moment conditions
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#' @param param Estimated parameters
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#' @param X Data Sample
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#' @param meanf Mean function
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#' @param variancef Variance function
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#' @return A two column matrix of differences
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#' @export meanvariance.gmm.vector
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#' @author François Pelletier
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meanvariance.gmm.vector <- function(param,X,meanf,variancef)
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{
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cbind(X-meanf(param),(X-meanf(param))^2 - variancef(param))
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}
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