condCompactify: This function takes a list of moment-condition defining data...

In piotrek-orlowski/divergenceModelR: Divergence pricing and divergence-based affine model estimation

Description

This function takes a list of moment-condition defining data frames and a vector of corresponding coefficients, equal in length to the list. The data frame list is searched for identical entries, which are made unique, and the corresponding coefficients are summed.

Usage

condCompactify(cond.list, cond.coeff, cond.linTrans)

Arguments

cond.list	A list of data frames defining elements of the moment condition.
cond.coeff	A list of coefficients for taking a linear combination of the individual moment conditions defined by cond.list; must be of equal length as cond.list

Value

List with named elements, cond.list is a list akin to the input list, cond.coeff is a list of corresponding coefficients.

piotrek-orlowski/divergenceModelR documentation built on July 21, 2020, 11:51 a.m.