2014-03-06 03:20:16 +00:00
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\name{mean.variance.GMM.gradient.GAL}
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\alias{mean.variance.GMM.gradient.GAL}
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2014-02-28 04:07:02 +00:00
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\title{Gradient of the GMM moment conditions on mean and variance}
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\usage{
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2014-03-06 03:20:16 +00:00
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\method{mean}{variance.GMM.gradient.GAL}(param, Data, type = "mu")
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2014-02-28 04:07:02 +00:00
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}
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\arguments{
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\item{param}{GAL parameters}
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2014-03-06 00:25:03 +00:00
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\item{Data}{Data sample}
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\item{type}{Choose between "mu" or "kappa"
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parametrization}
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2014-02-28 04:07:02 +00:00
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}
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\value{
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gradient matrix
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}
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\description{
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Derivative of the moment conditions according to the vector
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of parameters
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}
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\author{
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François Pelletier
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}
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