[Gmm-commits] r22 - in pkg/gmm: R man

[noreply at r-forge.r-project.org]

Author: chaussep
Date: 2010-02-03 22:21:25 +0100 (Wed, 03 Feb 2010)
New Revision: 22

Modified:
   pkg/gmm/R/gmm.R
   pkg/gmm/man/gmm.Rd
Log:
Set the default value of conteredVcov to TRUE


Modified: pkg/gmm/R/gmm.R
===================================================================
--- pkg/gmm/R/gmm.R	2010-02-03 20:31:28 UTC (rev 21)
+++ pkg/gmm/R/gmm.R	2010-02-03 21:21:25 UTC (rev 22)
@@ -14,7 +14,7 @@
 gmm <- function(g,x,t0=NULL,gradv=NULL, type=c("twoStep","cue","iterative"), wmatrix = c("optimal","ident"),  vcov=c("HAC","iid"), 
 	      kernel=c("Quadratic Spectral","Truncated", "Bartlett", "Parzen", "Tukey-Hanning"),crit=10e-7,bw = bwAndrews, 
 	      prewhite = FALSE, ar.method = "ols", approx="AR(1)",tol = 1e-7, itermax=100,optfct=c("optim","optimize","nlminb"),
-	      model=TRUE, X=FALSE, Y=FALSE, TypeGmm = "baseGmm", centeredVcov = FALSE, weightsMatrix = NULL, ...)
+	      model=TRUE, X=FALSE, Y=FALSE, TypeGmm = "baseGmm", centeredVcov = TRUE, weightsMatrix = NULL, ...)
 {
 
 type <- match.arg(type)

Modified: pkg/gmm/man/gmm.Rd
===================================================================
--- pkg/gmm/man/gmm.Rd	2010-02-03 20:31:28 UTC (rev 21)
+++ pkg/gmm/man/gmm.Rd	2010-02-03 21:21:25 UTC (rev 22)
@@ -14,7 +14,7 @@
 "Parzen", "Tukey-Hanning"), crit = 10e-7, bw = bwAndrews, 
 prewhite = FALSE, ar.method = "ols", approx = "AR(1)", tol = 1e-7, 
 itermax = 100, optfct = c("optim","optimize","nlminb"), model=TRUE, X=FALSE, Y=FALSE, 
-TypeGmm = "baseGmm", centeredVcov = FALSE, weightsMatrix = NULL, ...)
+TypeGmm = "baseGmm", centeredVcov = TRUE, weightsMatrix = NULL, ...)
 }
 \arguments{
 \item{g}{A function of the form \eqn{g(\theta,x)} and which returns a \eqn{n \times q} matrix with typical element \eqn{g_i(\theta,x_t)} for \eqn{i=1,...q} and \eqn{t=1,...,n}. This matrix is then used to build the q sample moment conditions. It can also be a formula if the model is linear (see details below).}