sysMomentWeights-class: Class '"sysMomentWeights"'

In momentfit: Methods of Moments

Class "sysMomentWeights"

Description

A class to store the weighting matrix of the moment conditions from a system of equations.

Objects from the Class

Objects can be created by calls of the form new("sysMomentWeights", ...). It is created by the evalWeights method.

Slots

w:

Object of class "ANY" ~~

type:

Object of class "character" ~~

wSpec:

Object of class "list" ~~

Sigma:

Object of class "ANY" ~~

momNames:

Object of class "list" ~~

eqnNames:

Object of class "character" ~~

sameMom:

Object of class "logical" ~~

Methods

[

signature(x = "sysMomentWeights", i = "missing", j = "list"): ...

[

signature(x = "sysMomentWeights", i = "numeric", j = "list"): ...

[

signature(x = "sysMomentWeights", i = "numeric", j = "missing"): ...

evalGmmObj

signature(object = "sysModel", theta = "list", wObj = "sysMomentWeights"): ...

print

signature(x = "sysMomentWeights"): ...

quadra

signature(w = "sysMomentWeights", x = "matrixORnumeric", y = "matrixORnumeric"): ...

quadra

signature(w = "sysMomentWeights", x = "matrixORnumeric", y = "missing"): ...

quadra

signature(w = "sysMomentWeights", x = "missing", y = "missing"): ...

show

signature(object = "sysMomentWeights"): ...

solveGmm

signature(object = "rslinearModel", wObj = "sysMomentWeights"): ...

solveGmm

signature(object = "slinearModel", wObj = "sysMomentWeights"): ...

solveGmm

signature(object = "snonlinearModel", wObj = "sysMomentWeights"): ...

Examples

showClass("sysMomentWeights")

momentfit documentation built on June 7, 2023, 6:30 p.m.