[Gmm-commits] r23 - in pkg/gmm: . R inst/doc man
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Thu Feb 4 07:02:49 CET 2010
Author: chaussep
Date: 2010-02-04 07:02:48 +0100 (Thu, 04 Feb 2010)
New Revision: 23
Modified:
pkg/gmm/NEWS
pkg/gmm/R/getModel.R
pkg/gmm/R/momentEstim.R
pkg/gmm/inst/doc/empir.bib
pkg/gmm/inst/doc/gmm_with_R.pdf
pkg/gmm/inst/doc/gmm_with_R.rnw
pkg/gmm/man/bread.Rd
pkg/gmm/man/estfun.Rd
Log:
Some bugs fixed, manual typos and vignette update
Modified: pkg/gmm/NEWS
===================================================================
--- pkg/gmm/NEWS 2010-02-03 21:21:25 UTC (rev 22)
+++ pkg/gmm/NEWS 2010-02-04 06:02:48 UTC (rev 23)
@@ -6,6 +6,8 @@
o The option weightsMatrix has beed added to the gmm function. It allows to fixe the matrix of weights.
o The methods bread() and estfun() are now available for gmm objects. It allows to compute a sandwich covariance matrix which
is required if the weighting matrix is not the optimal one.
+ o The results are obtained even if the covariance matrix cannot be computed
+ o The vignette has been updated.
Changes in version 1.3-0
Modified: pkg/gmm/R/getModel.R
===================================================================
--- pkg/gmm/R/getModel.R 2010-02-03 21:21:25 UTC (rev 22)
+++ pkg/gmm/R/getModel.R 2010-02-04 06:02:48 UTC (rev 23)
@@ -53,7 +53,7 @@
if(is.null(object$weightsMatrix))
clname <- paste(class(object), "." ,object$type, sep = "")
else
- clnames <- "fixedW"
+ clname <- "fixedW"
if (!is.function(object$gradv))
{
gradv <- .Gf
Modified: pkg/gmm/R/momentEstim.R
===================================================================
--- pkg/gmm/R/momentEstim.R 2010-02-03 21:21:25 UTC (rev 22)
+++ pkg/gmm/R/momentEstim.R 2010-02-04 06:02:48 UTC (rev 23)
@@ -806,7 +806,7 @@
k2 <- k
df <- q - k
w <- P$weightsMatrix
- if(!all(dim(w) != c(q,q)))
+ if(!all(dim(w) == c(q,q)))
stop("The matrix of weights must be qxq")
if(!is.real(eigen(w)$values))
stop("The matrix of weights must be strictly positive definite")
Modified: pkg/gmm/inst/doc/empir.bib
===================================================================
--- pkg/gmm/inst/doc/empir.bib 2010-02-03 21:21:25 UTC (rev 22)
+++ pkg/gmm/inst/doc/empir.bib 2010-02-04 06:02:48 UTC (rev 23)
@@ -166,6 +166,17 @@
url={http://www.jstatsoft.org/v16/i09/}
}
+ at article{zeileis04,
+ AUTHOR={Zeileis, A.},
+ TITLE={Econometric Computing with HC and HAC Covariance Matrix Estimators},
+ JOURNAL={Journal of Statistical Software},
+ VOLUME={11},
+ PAGES={1-17},
+ YEAR={2004},
+ Number={10},
+ url={http://www.jstatsoft.org/v11/i10/}
+ }
+
@Book{luenberger97,
author = {Luenberger, D. G.},
title = {Optimization by Vector Space Methods},
Modified: pkg/gmm/inst/doc/gmm_with_R.pdf
===================================================================
--- pkg/gmm/inst/doc/gmm_with_R.pdf 2010-02-03 21:21:25 UTC (rev 22)
+++ pkg/gmm/inst/doc/gmm_with_R.pdf 2010-02-04 06:02:48 UTC (rev 23)
@@ -117,1336 +117,1167 @@
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/Type /Annot
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/Border[0 0 0]/H/I/C[0 1 0]
-/Rect [378.581 276.012 402.392 288.81]
+/Rect [378.581 394.696 402.392 407.494]
/A << /S /GoTo /D (cite.hansen82) >>
>> endobj
-94 0 obj <<
-/D [78 0 R /XYZ 80 770.89 null]
->> endobj
-95 0 obj <<
-/D [78 0 R /XYZ 81 733.028 null]
->> endobj
-2 0 obj <<
-/D [78 0 R /XYZ 81 331.948 null]
->> endobj
-104 0 obj <<
-/D [78 0 R /XYZ 81 331.948 null]
->> endobj
-92 0 obj <<
[TRUNCATED]
To get the complete diff run:
svnlook diff /svnroot/gmm -r 23
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