[Gmm-commits] r32 - in pkg/gmm: . R inst/doc man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Fri Oct 15 21:59:01 CEST 2010 

Author: chaussep
Date: 2010-10-15 21:59:01 +0200 (Fri, 15 Oct 2010)
New Revision: 32

Modified:
   pkg/gmm/DESCRIPTION
   pkg/gmm/NEWS
   pkg/gmm/R/gmm.R
   pkg/gmm/inst/doc/gmm_with_R.pdf
   pkg/gmm/man/gmm.Rd
Log:
Added the possibility of defining the instruments as formula and changed the related files

Modified: pkg/gmm/DESCRIPTION
===================================================================
--- pkg/gmm/DESCRIPTION	2010-09-24 17:24:46 UTC (rev 31)
+++ pkg/gmm/DESCRIPTION	2010-10-15 19:59:01 UTC (rev 32)
@@ -1,6 +1,6 @@
 Package: gmm
-Version: 1.3-3
-Date: 2010-09-24
+Version: 1.3-4
+Date: 2010-10-13
 Title: Generalized Method of Moments and Generalized Empirical
         Likelihood
 Author: Pierre Chausse <pchausse at uwaterloo.ca>

Modified: pkg/gmm/NEWS
===================================================================
--- pkg/gmm/NEWS	2010-09-24 17:24:46 UTC (rev 31)
+++ pkg/gmm/NEWS	2010-10-15 19:59:01 UTC (rev 32)
@@ -1,3 +1,9 @@
+Changes in version 1.3-4
+
+ o It is now possible to enter the instruments in x either as a matrix 
+   (like before) or as a formula. See details and examples in gmm help  
+
+
 Changes in version 1.3-3
 
  o It is a very small modification to avoid errors in the installation. The function linear.hypothesis of the car package is now deprecated. They have be changed to linearHypothesis. 

Modified: pkg/gmm/R/gmm.R
===================================================================
--- pkg/gmm/R/gmm.R	2010-09-24 17:24:46 UTC (rev 31)
+++ pkg/gmm/R/gmm.R	2010-10-15 19:59:01 UTC (rev 32)
@@ -43,17 +43,32 @@
 	mf[[1L]] <- as.name("model.frame")
 	mf <- eval(mf, parent.frame())
 	mt <- attr(mf, "terms")
-	if (!is.matrix(h))
-		h <- cbind(rep(1,length(h)),h)
-	else	
-		h <- cbind(rep(1,nrow(h)),h)
-	colnames(h) <- c("h.(Intercept)",paste("h",1:(ncol(h)-1),sep=""))
+
+	if (inherits(h,'formula'))
+		{
+		mfh <- eval(model.frame(formula = h, drop.unused.levels = TRUE), parent.frame())
+		mth <- attr(mfh, "terms")
+		h <- as.matrix(model.matrix(mth, mfh, NULL))
+		}
+	else
+		{		
+		if (!is.matrix(h))
+			h <- cbind(rep(1,length(h)),h)
+		else	
+			h <- cbind(rep(1,nrow(h)),h)
+			
+		if(is.null(colnames(h)))
+			colnames(h) <- c("h.(Intercept)",paste("h",1:(ncol(h)-1),sep=""))
+		else
+			attr(h,'dimnames')[[2]][1] <- "h.(Intercept)"
+		if (attr(mt,"intercept")==0)
+			{
+			h <- as.matrix(h[,2:ncol(h)])
+			}
+		}
+		
 	y <- as.matrix(model.response(mf, "numeric"))
 	xt <- as.matrix(model.matrix(mt, mf, NULL))
-	if (attr(mt,"intercept")==0)
-		{
-		h <- as.matrix(h[,2:ncol(h)])
-		}
 	ny <- ncol(y)
 	k <- ncol(xt)
 	nh <- ncol(h)

Modified: pkg/gmm/inst/doc/gmm_with_R.pdf
===================================================================
--- pkg/gmm/inst/doc/gmm_with_R.pdf	2010-09-24 17:24:46 UTC (rev 31)
+++ pkg/gmm/inst/doc/gmm_with_R.pdf	2010-10-15 19:59:01 UTC (rev 32)
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 /Length 3039      
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@@ -8036,62 +8029,62 @@
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-/Parent 401 0 R
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+/Parent 400 0 R
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@@ -8115,36 +8108,36 @@
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[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/gmm -r 32

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