[Gmm-commits] r7 - pkg/gmm

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Thu Dec 3 04:40:02 CET 2009


Author: chaussep
Date: 2009-12-03 04:40:02 +0100 (Thu, 03 Dec 2009)
New Revision: 7

Removed:
   pkg/gmm/DESCRIPTION~
   pkg/gmm/NAMESPACE~
   pkg/gmm/NEWS~
Log:
some clean up


Deleted: pkg/gmm/DESCRIPTION~
===================================================================
--- pkg/gmm/DESCRIPTION~	2009-12-03 03:39:00 UTC (rev 6)
+++ pkg/gmm/DESCRIPTION~	2009-12-03 03:40:02 UTC (rev 7)
@@ -1,11 +0,0 @@
-Package: gmm
-Version: 1.1-1
-Date: 2009-09-03
-Title: Generalized Method of Moments and Generalized Empirical Likelihood
-Author: Pierre Chausse <pierre.chausse at uqam.ca>
-Maintainer: Pierre Chausse <pierre.chausse at uqam.ca>
-Description: It is a complete suite to estimate models based on moment conditions. It includes the  two step Generalized method of moments (GMM) of Hansen(1982), the iterated GMM and continuous updated estimator (CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong to the Generalized Empirical Likelihood (GEL) family of estimators, as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and Anatolyev(2005). 
-Depends: R (>= 2.0.0)
-Suggests: mvtnorm, car, fBasics, MASS, timeDate, timeSeries
-Imports: stats
-License: GPL (>= 2)

Deleted: pkg/gmm/NAMESPACE~
===================================================================
--- pkg/gmm/NAMESPACE~	2009-12-03 03:39:00 UTC (rev 6)
+++ pkg/gmm/NAMESPACE~	2009-12-03 03:40:02 UTC (rev 7)
@@ -1,31 +0,0 @@
-Import(stats)
-
-export(HAC,gmm,weightsAndrews2,bwAndrews2,summary.gmm,rho,smooth_g,get_dat,bwNeweyWest2,summary.gel,get_lamb,gel,
-	print.gmm,coef.gmm,vcov.gmm,print.summary.gmm, confint.gel, print.gel, print.summary.gel, vcov.gel, coef.gel, fitted.gmm, 
-	residuals.gmm, fitted.gel, residuals.gel, plot.gmm, plot.gel,formula.gmm, formula.gel, charStable)
- 
-S3method(summary, gmm)
-S3method(summary, gel)
-S3method(print, gmm)
-S3method(print, summary.gmm)
-S3method(coef, gmm)
-S3method(vcov, gmm)
-S3method(confint, gmm)
-S3method(fitted, gmm)
-S3method(residuals, gmm)
-S3method(plot, gmm)
-S3method(formula, gmm)
-S3method(print, gel)
-S3method(print, summary.gel)
-S3method(coef, gel)
-S3method(vcov, gel)
-S3method(confint, gel)
-S3method(fitted, gel)
-S3method(residuals, gel)
-S3method(plot, gel)
-S3method(formula, gel)
-
-
-  
-
-

Deleted: pkg/gmm/NEWS~
===================================================================
--- pkg/gmm/NEWS~	2009-12-03 03:39:00 UTC (rev 6)
+++ pkg/gmm/NEWS~	2009-12-03 03:40:02 UTC (rev 7)
@@ -1,45 +0,0 @@
-Changes in version 1.1-0
-
-
-This is a major upgrade of the package. It follows great suggestions from two anonymous reviewers from JSS. 
-The package as been modified so that it is now very close to lm and glm. The following applies both to the functions
-gmm and gel.
-
-  o The name of the vector of parameters is now "coefficients" instead of "par"
-  o The following methods are now available (see lm): fitted, residuals, vcov, coef, confint  
-  o There are now print methods for gmm, gel and summary.gel and summary.gmm
-  o These modifications allows to use linear.hypothesis from the car package so the function lintest is no longer needed and as been removed
-  o The following are now available from gmm and gel objects when g is a formula: residuals, fitted.values, model.frame, terms, model, the response and model matrix 
-  o Because the presence of the confint method, the option "interval" as been removed from the summary methods
-  o A new plot method is available for both gmm and gel objects. It is a beta version. Comments and suggestions are welcome.
-  o If there is only one instrument it can be provided as a vector. It does not need to be a matrix anymore. 
-  o The package no longer depends on mvtnorm. It is a suggested package as it is only required for examples.
-  o The packages car and fBasics (and therefore MASS, timeDate and timeSeries) are now suggested for examples in the vignette.
-  o The new function charStable has been added. It computes the characteristic function of a stable distribution. An example is shown in the vignette
-  o There was a bug when trying to estimate a model by ETEL with gel and numerical computation of lambda. It is fixed. Thanks to Márcio Laurini.
-  o The vignette as beed rewritten.
-
-Changes in Version 1.0-7
-
-  o Modified some functions to remove dependencies on tseries and sandwich packages
-  o Convert de Finance Data to data frame format 
-
-
-Changes in Version 1.0-6
-
-  o Some bugs fixed. Thanks to Justinas Brazys 
-
-Changes in Version 1.0-4
-
-  o documentation enhancements 
-
-  o Added finance data for applied examples 
-
-
-Changes in Version 1.0-3
-
-  o Some bugs fixed
-
-Changes in Version 1.0-2
-
-  o Added a new example for better understanding.



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