GMMStuff/man/covariance.GMM.Rd
2014-02-27 23:05:30 -05:00

23 lines
402 B
R

\name{covariance.GMM}
\alias{covariance.GMM}
\title{Estimated covariance matrix}
\usage{
covariance.GMM(conditions.vector, n, ...)
}
\arguments{
\item{conditions.vector}{Vector of moment conditions}
\item{n}{Sample size}
\item{...}{Parameters of the vector of moment conditions}
}
\value{
A square covariance matrix
}
\description{
Estimated covariance matrix
}
\author{
François Pelletier
}