GMMStuff/R/optim.GMM.R
2014-02-27 23:05:30 -05:00

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R

#' Optimization with constraints for GMM methos
#'
#' @param start Starting values for the parameters and lagrangian
#' @param conditions.vector Vector of moment conditions
#' @param number of parameters of the distribution
#' @param ... Parameters of the vector of moment conditions
#' @param W Weighting matrix
#' @param R Linear constraint matrix of coefficients
#' @param r Linear constraint constants
#' @return une liste contenant le résultat de l'optimisation
#' @author François Pelletier
optim.GMM <- function(start,conditions.vector,num.param,...,W,R,r)
{
optim(c(start,objective.GMM,conditions.vector,num.param,...,W,R,r))
}