Last data update: 2014.03.03
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gmm
Package: gmm
Version: 1.5-2
Date: 2015-02-02
Title: Generalized Method of Moments and Generalized Empirical
Likelihood
Author: Pierre Chausse <pchausse@uwaterloo.ca>
Maintainer: Pierre Chausse <pchausse@uwaterloo.ca>
Description: It is a complete suite to estimate models based on moment
conditions. It includes the two step Generalized method of
moments (GMM) of Hansen(1982), the iterated GMM and continuous
updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several
methods that belong to the Generalized Empirical Likelihood
(GEL) family of estimators, as presented by Smith(1997),
Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005).
Depends: R (>= 2.10.0), sandwich
Suggests: mvtnorm, car, stabledist, MASS, timeDate, timeSeries
Imports: stats
License: GPL (>= 2)
Repository: CRAN
Repository/R-Forge/Project: gmm
Repository/R-Forge/Revision: 77
Repository/R-Forge/DateTimeStamp: 2015-02-13 20:51:24
Date/Publication: 2015-03-17 22:42:51
Packaged: 2015-02-13 21:05:43 UTC; rforge
NeedsCompilation: no
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'gmm' ...
** package 'gmm' successfully unpacked and MD5 sums checked
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'gmm'
finding HTML links ... done
FinRes html
Finance html
KTest html
bread html
charStable html
coef html
confint html
estfun html
finding level-2 HTML links ... done
fitted html
formula html
gel html
getDat html
getLamb html
getModel html
gmm html
momentEstim html
plot html
print html
residuals html
smoothG html
specTest html
summary html
tsls html
vcov html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (gmm)
Making 'packages.html' ... done
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