solveGel-methods: Methods for Function 'solveGel' in Package 'gmm4'
In gmm4: S4 Generalized Method of Moments

Description Usage Arguments Value Methods Examples

~~ Methods for function solveGel in package gmm4 ~~

## S4 method for signature 'gelModels'
solveGel(object, theta0=NULL, lambda0=NULL,
                               lamSlv=NULL,
                               coefSlv=c("optim","nlminb","constrOptim"),
                               lControl=list(), tControl=list())

`object`	An object of class `"gelModels"`
`theta0`	The vector of coefficients for the starting values used in minimization algorithm. If NULL, the starting values in the object is used. For linear models, it must be provided because `"linearGel"` objects do not have a theta0 slot.
`lambda0`	The q \times 1 vector of starting values for the Lagrange multipliers. By default a zero vector is used.
`lamSlv`	An alternative solver for the Lagrange multiplier. By default, either `Wu_lam`, `EEL_lam`, `REEL_lam` or `getLambda` is used.
`coefSlv`	Minimization solver for the coefficient vector.
`lControl`	A list of controls for the Lagrange multiplier algorithm.
`tControl`	A list of controls for the coefficient algorithm.

A list with the following:

`theta`	The vector of solution
`lambda`	The vector of Lagrange multiplier
`lconvergence`	convergence code for the Lagrange multiplier. 0 means normal convergence.
`convergence`	convergence code for the coefficients. 0 means normal convergence. For higher numbers, see `optim`, `constrOptim` or `nlminb`

signature(object = "gelModels"): The method applies to all GEL classes.

data(simData)
model1 <- gelModel(y~x1, ~z1+z2, gelType="EL", data=simData)

## Get a good starting value
theta0 <- modelFit(as(model1, "gmmModels"))@theta

#Some NA's are produced
res <- solveGel(model1, theta0=theta0)

## Wu's method is pretty stable
res2 <- solveGel(model1, theta0=theta0,
                lControl=list(algo="Wu"))

## Change solver parameters
res3 <- solveGel(model1, theta0=theta0,
                 lControl=list(algo="Wu"),
                 tControl=list(method="Nelder", control=list(maxit=2000)))