[Gmm-commits] r96 - pkg/gmm/R
noreply at r-forge.r-project.org
noreply at r-forge.r-project.org
Fri Jan 20 16:26:33 CET 2017
Author: chaussep
Date: 2017-01-20 16:26:32 +0100 (Fri, 20 Jan 2017)
New Revision: 96
Modified:
pkg/gmm/R/FinRes.R
Log:
fixed a bug with fixed weighting matrix
Modified: pkg/gmm/R/FinRes.R
===================================================================
--- pkg/gmm/R/FinRes.R 2016-05-24 18:01:44 UTC (rev 95)
+++ pkg/gmm/R/FinRes.R 2017-01-20 15:26:32 UTC (rev 96)
@@ -48,7 +48,10 @@
}
z$G <- z$gradv(z$coefficients, x)
G <- z$G
- v <- .weightFct(z$coefficient, x, P$vcov)
+ if (P$vcov == "TrueFixed")
+ v <- .weightFct(z$coefficient, x, "fixed")
+ else
+ v <- .weightFct(z$coefficient, x, P$vcov)
z$v <- v
if (P$vcov == "TrueFixed")
{
@@ -99,7 +102,6 @@
} else {
z$w <- P$weightsMatrix
}
-
z$weightsMatrix <- P$weightsMatrix
z$infVcov <- P$vcov
z$infWmatrix <- P$wmatrix
More information about the Gmm-commits
mailing list