21 lines
No EOL
663 B
R
21 lines
No EOL
663 B
R
# Optimization for GMM method
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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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#' Optimization for GMM method
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#'
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#' @param start.value Starting values for the parameters
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#' @param conditions.vector Vector of moment conditions
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#' @param data Individual data sample
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#' @param W Weighting matrix
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#' @param ... Functions of the vector of moment conditions
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#' @return a list with optimization results
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#' @export optim.GMM
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#' @author François Pelletier
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optim.GMM <- function(start.value,conditions.vector,data,W,...)
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{
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optim(start.value,objective.GMM,gr=NULL,conditions.vector,data,W,...)
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} |