Пакет: r-cran-gmm (1.6-5-1)

[ Източник: r-cran-gmm  ]

GNU R generalized method of moments and generalized empirical likelihood

This GNU R package is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; <doi:10.2307/1392442>) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).

Други пакети, свързани с r-cran-gmm

• dep: libblas3

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  или libblas.so.3

  виртуален пакет, предлаган от libatlas3-base, libblas3, libblis3-openmp, libblis3-pthread, libblis3-serial, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: libc6 (>= 2.29)

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• dep: libgfortran5 (>= 8)

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• dep: liblapack3

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  или liblapack.so.3

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• dep: r-api-4.0

  виртуален пакет, предлаган от r-base-core

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• sug: r-cran-car

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• sug: r-cran-mvtnorm

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• sug: r-cran-stabledist

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• sug: r-cran-timedate

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• sug: r-cran-timeseries

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