Package: r-cran-gmm (1.8-1) [debports]

[ Source:  ]

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>).

Other Packages Related to r-cran-gmm

• dep: libblas3

  Grundlæggende reference-implementeringer til lineær algebra, delt bibliotek

  or libblas.so.3

  virtual package provided by libatlas3-base, libblas3, libblis4-openmp, libblis4-pthread, libblis4-serial, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: libc6.1 (>= 2.29)

  GNU C-bibliotek: Delte biblioteker
  also a virtual package provided by libc6.1-udeb

• dep: libgfortran5 (>= 8)

  Kørselstidsbibliotek for GNU Fortran-programmer

• dep: liblapack3

  Bibliotek for lineære algebrarutiner 3 - delt version

  or liblapack.so.3

  virtual package provided by libatlas3-base, liblapack3, libopenblas0-openmp, libopenblas0-pthread, libopenblas0-serial

• dep: r-api-4.0

  virtual package provided by r-base-core

• dep: r-base-core (>= 4.3.1-1)

  GNU R-kerne af statistisk beregning og grafiksystem

• dep: r-cran-sandwich

  GNU R-pakke for modelrobust standardfejlestimater

• sug: r-cran-car

  GNU R Companion til Applied Regression af John Fox

• sug: r-cran-knitr

  GNU R-pakke for dynamisk rapportoprettelse via Literate Programming

• sug: r-cran-mass

  GNU R-pakke med Venables og Ripleys MASS

• sug: r-cran-mvtnorm

  GNU R-pakke til at beregne flervariate Normal- og T-distributioner

• sug: r-cran-stabledist

  GNU R-pakke for stabile distributionsfunktioner

• sug: r-cran-timedate

  GNU R package for financial engineering -- timeDate

• sug: r-cran-timeseries

  GNU R package for financial engineering -- timeSeries

Download r-cran-gmm

Download for all available architectures

Architecture	Package Size	Installed Size	Files
alpha (unofficial port)	1,386.0 kB	1,579.0 kB	[list of files]