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

30 lines
636 B
R

\name{objective.GMM}
\alias{objective.GMM}
\title{Objective function for the GMM method}
\usage{
objective.GMM(param.lagrangian, conditions.vector, num.param, ...,
W = diag(length(conditions.vector)), R = 0, r = 0)
}
\arguments{
\item{param}{Vector of parameters to optimize}
\item{conditions.vector}{Vector of moment conditions}
\item{...}{Parameters of the vector of moment conditions}
\item{W}{Weighting matrix}
\item{R}{Linear constraint matrix of coefficients}
\item{r}{Linear constraint constants}
}
\value{
A scalar value
}
\description{
Objective function for the GMM method
}
\author{
François Pelletier
}