15 lines
No EOL
638 B
R
15 lines
No EOL
638 B
R
#' Optimization with constraints for GMM methos
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#'
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#' @param start Starting values for the parameters and lagrangian
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#' @param conditions.vector Vector of moment conditions
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#' @param number of parameters of the distribution
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#' @param ... Parameters of the vector of moment conditions
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#' @param W Weighting matrix
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#' @param R Linear constraint matrix of coefficients
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#' @param r Linear constraint constants
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#' @return une liste contenant le résultat de l'optimisation
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#' @author François Pelletier
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optim.GMM <- function(start,conditions.vector,num.param,...,W,R,r)
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{
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optim(c(start,objective.GMM,conditions.vector,num.param,...,W,R,r))
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} |