[Gmm-commits] r33 - in pkg/gmm: . R inst/doc man

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Sat Oct 16 00:19:22 CEST 2010 

Author: chaussep
Date: 2010-10-16 00:19:22 +0200 (Sat, 16 Oct 2010)
New Revision: 33

Modified:
   pkg/gmm/NEWS
   pkg/gmm/R/getModel.R
   pkg/gmm/R/gmm.R
   pkg/gmm/R/momentEstim.R
   pkg/gmm/inst/doc/gmm_with_R.pdf
   pkg/gmm/man/getDat.Rd
   pkg/gmm/man/gmm.Rd
Log:
Added the option data= to gmm() to avoid attaching variables. The rest is related to this change

Modified: pkg/gmm/NEWS
===================================================================
--- pkg/gmm/NEWS	2010-10-15 19:59:01 UTC (rev 32)
+++ pkg/gmm/NEWS	2010-10-15 22:19:22 UTC (rev 33)
@@ -2,8 +2,11 @@
 
  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  
+o  A data argument is added to the gmm function. Therefore, it is no longer required 
+   that the variables in data.frames be attached before using gmm(). You just need to add the option data=your_data.frame.   
 
 
+
 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/getModel.R
===================================================================
--- pkg/gmm/R/getModel.R	2010-10-15 19:59:01 UTC (rev 32)
+++ pkg/gmm/R/getModel.R	2010-10-15 22:19:22 UTC (rev 33)
@@ -21,7 +21,11 @@
   if(is(object$g, "formula"))
     {
     object$gradvf <- FALSE
-    dat <- getDat(object$g, object$x)
+    if (is.null(object$data))
+    	dat <- getDat(object$g, object$x)
+    else
+    	dat <- getDat(object$g, object$x, object$data)
+    
     if(is.null(object$weightsMatrix))
       clname <- paste(class(object), ".", object$type, ".formula", sep = "")
     else

Modified: pkg/gmm/R/gmm.R
===================================================================
--- pkg/gmm/R/gmm.R	2010-10-15 19:59:01 UTC (rev 32)
+++ pkg/gmm/R/gmm.R	2010-10-15 22:19:22 UTC (rev 33)
@@ -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 = TRUE, weightsMatrix = NULL, ...)
+	      model=TRUE, X=FALSE, Y=FALSE, TypeGmm = "baseGmm", centeredVcov = TRUE, weightsMatrix = NULL, data, ...)
 {
 
 type <- match.arg(type)
@@ -22,18 +22,21 @@
 vcov <- match.arg(vcov)
 wmatrix <- match.arg(wmatrix)
 optfct <- match.arg(optfct)
-all_args<-list(g = g, x = x, t0 = t0, gradv = gradv, type = type, wmatrix = wmatrix, vcov = vcov, kernel = kernel,
+if(missing(data))
+	data<-NULL
+all_args<-list(data = data, g = g, x = x, t0 = t0, gradv = gradv, type = type, wmatrix = wmatrix, vcov = vcov, kernel = kernel,
                    crit = crit, bw = bw, prewhite = prewhite, ar.method = ar.method, approx = approx, 
                    weightsMatrix = weightsMatrix, centeredVcov = centeredVcov,
                    tol = tol, itermax = itermax, optfct = optfct, model = model, X = X, Y = Y, call = match.call())
 class(all_args)<-TypeGmm
 Model_info<-getModel(all_args)
 z <- momentEstim(Model_info, ...)
+
 z <- FinRes(z, Model_info)
 z
 }
 
-getDat <- function (formula,h) 
+getDat <- function (formula, h, data) 
 {
 	cl <- match.call()
 	mf <- match.call(expand.dots = FALSE)
@@ -46,7 +49,14 @@
 
 	if (inherits(h,'formula'))
 		{
-		mfh <- eval(model.frame(formula = h, drop.unused.levels = TRUE), parent.frame())
+		mfh <- match.call(expand.dots = FALSE)
+		mh <- match(c("h", "data"), names(mfh), 0L)
+		mfh <- mfh[c(1L, mh)]
+		mfh$formula <- mfh$h
+		mfh$h <- NULL
+		mfh$drop.unused.levels <- TRUE
+		mfh[[1L]] <- as.name("model.frame")
+		mfh <- eval(mfh, parent.frame())
 		mth <- attr(mfh, "terms")
 		h <- as.matrix(model.matrix(mth, mfh, NULL))
 		}
@@ -66,7 +76,6 @@
 			h <- as.matrix(h[,2:ncol(h)])
 			}
 		}
-		
 	y <- as.matrix(model.response(mf, "numeric"))
 	xt <- as.matrix(model.matrix(mt, mf, NULL))
 	ny <- ncol(y)

Modified: pkg/gmm/R/momentEstim.R
===================================================================
--- pkg/gmm/R/momentEstim.R	2010-10-15 19:59:01 UTC (rev 32)
+++ pkg/gmm/R/momentEstim.R	2010-10-15 22:19:22 UTC (rev 33)
@@ -109,14 +109,18 @@
   {
   P <- object
   g <- P$g
-  dat <- getDat(P$gform, P$x)
+  if (is.null(P$data))
+    	dat <- getDat(P$gform, P$x)
+    else
+    	dat <- getDat(P$gform, P$x, P$data)
+  
   x <- dat$x
   k <- dat$k
   k2 <- k*dat$ny
   n <- nrow(x)
   q <- dat$ny*dat$nh
   df <- q-k*dat$ny
-  
+    
   if (q == k2 | P$wmatrix == "ident")
     {
     w <- diag(q)
@@ -186,7 +190,11 @@
   {
   P <- object
   g <- P$g
-  dat <- getDat(P$gform, P$x)
+  if (is.null(P$data))
+    	dat <- getDat(P$gform, P$x)
+    else
+    	dat <- getDat(P$gform, P$x, P$data)
+  
   x <- dat$x
   k <- dat$k
   k2 <- k*dat$ny
@@ -373,7 +381,11 @@
   {
   P <- object
   g <- P$g
-  dat <- getDat(P$gform, P$x)
+  if (is.null(P$data))
+    	dat <- getDat(P$gform, P$x)
+    else
+    	dat <- getDat(P$gform, P$x, P$data)
+  
   x <- dat$x
   k <- dat$k
   k2 <- k*dat$ny
@@ -729,7 +741,11 @@
   {
   P <- object
   g <- P$g
-  dat <- getDat(P$gform, P$x)
+  if (is.null(P$data))
+    	dat <- getDat(P$gform, P$x)
+    else
+    	dat <- getDat(P$gform, P$x, P$data)
+
   x <- dat$x
   k <- dat$k
   k2 <- k*dat$ny

Modified: pkg/gmm/inst/doc/gmm_with_R.pdf
===================================================================
--- pkg/gmm/inst/doc/gmm_with_R.pdf	2010-10-15 19:59:01 UTC (rev 32)
+++ pkg/gmm/inst/doc/gmm_with_R.pdf	2010-10-15 22:19:22 UTC (rev 33)
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 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [435.511 509.467 459.322 522.265]
 /A << /S /GoTo /D (cite.owen01) >>
 >> endobj
-407 0 obj <<
+408 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [203.803 495.918 311.67 508.716]
 /A << /S /GoTo /D (cite.kitamura-stutzer97) >>
 >> endobj
-408 0 obj <<
+409 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [317.926 495.918 341.737 508.716]
 /A << /S /GoTo /D (cite.kitamura-stutzer97) >>
 >> endobj
-409 0 obj <<
+410 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [174.204 482.369 261.019 495.167]
 /A << /S /GoTo /D (cite.newey-smith04) >>
 >> endobj
-410 0 obj <<
+411 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [267.063 482.369 290.874 495.167]
 /A << /S /GoTo /D (cite.newey-smith04) >>
 >> endobj
-411 0 obj <<
+412 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [183.279 468.82 247.793 481.618]
 /A << /S /GoTo /D (cite.hansen-heaton-yaron96) >>
 >> endobj
-412 0 obj <<
+413 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [253.553 468.82 277.364 481.618]
 /A << /S /GoTo /D (cite.hansen-heaton-yaron96) >>
 >> endobj
-413 0 obj <<
+414 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[1 0 0]
 /Rect [406.089 389.681 413.536 402.582]
 /A << /S /GoTo /D (equation.4.6) >>
 >> endobj
-414 0 obj <<
+415 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[1 0 0]
 /Rect [131.442 189.927 144.343 202.725]
 /A << /S /GoTo /D (equation.4.10) >>
 >> endobj
-415 0 obj <<
+416 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [211.247 135.73 279.381 148.528]
 /A << /S /GoTo /D (cite.guggenberger08) >>
 >> endobj
-416 0 obj <<
+417 0 obj <<
 /Type /Annot
 /Subtype /Link
 /Border[0 0 0]/H/I/C[0 1 0]
 /Rect [285.995 135.73 309.806 148.528]
 /A << /S /GoTo /D (cite.guggenberger08) >>
 >> endobj
-422 0 obj <<
-/D [420 0 R /XYZ 80 770.89 null]
->> endobj
 423 0 obj <<
-/D [420 0 R /XYZ 225.9 690.783 null]
[TRUNCATED]

To get the complete diff run:
    svnlook diff /svnroot/gmm -r 33

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