CRAN

gmm 1.6-2

Generalized Method of Moments and Generalized Empirical Likelihood

Released Mar 15, 2018 by Pierre Chausse

Dependencies

sandwich 2.5-0

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).

Installation

Maven

This package can be included as a dependency from a Java or Scala project by including the following your project's pom.xml file. Read more about embedding Renjin in JVM-based projects.

<dependencies>
  <dependency>
    <groupId>org.renjin.cran</groupId>
    <artifactId>gmm</artifactId>
    <version>1.6-2-b6</version>
  </dependency>
</dependencies>
<repositories>
  <repository>
    <id>bedatadriven</id>
    <name>bedatadriven public repo</name>
    <url>https://nexus.bedatadriven.com/content/groups/public/</url>
  </repository>
</repositories>

View build log

Renjin CLI

If you're using Renjin from the command line, you load this library by invoking:

library('org.renjin.cran:gmm')

Test Results

This package was last tested against Renjin 0.9.2687 on Aug 25, 2018.

• ATEgel-examples
• KTest-examples
• bread-examples
• bwWilhelm-examples
• charStable-examples
• coef-examples
• confint-examples
• estfun-examples
• fitted-examples
• formula-examples
• gel-examples
• getDat-examples
• getLamb-examples
• gmm-examples
• marginal-examples
• plot-examples
• print-examples
• residuals-examples
• smoothG-examples
• specTest-examples
• summary-examples
• sysGmm-examples
• tsls-examples
• vcov-examples

Source

View GitHub Mirror

Release History

• 1.6-2
• 1.6-1
• 1.5-2
• 1.5-1
• 1.5-0
• 1.4-5
• 1.4-4
• 1.4-3
• 1.4-2
• 1.4-1
• 1.4-0
• 1.3-8
• 1.3-6
• 1.3-5
• 1.3-3
• 1.3-2
• 1.3-0
• 1.1-1
• 1.1-0
• 1.0-7
• 1.0-6
• 1.0-4
• 1.0-3
• 1.0-2
• 1.0-1
• 1.0-0
• 0.1-0