[Gmm-commits] r245 - in pkg/momentfit: . man vignettes

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

Author: chaussep
Date: 2025-08-26 20:02:48 +0200 (Tue, 26 Aug 2025)
New Revision: 245

Modified:
   pkg/momentfit/DESCRIPTION
   pkg/momentfit/man/gmm4.Rd
   pkg/momentfit/man/momentModel.Rd
   pkg/momentfit/vignettes/weak.Rmd
   pkg/momentfit/vignettes/weak.pdf
Log:
fixed some issues with the package check

Modified: pkg/momentfit/DESCRIPTION
===================================================================
--- pkg/momentfit/DESCRIPTION	2025-08-05 15:40:53 UTC (rev 244)
+++ pkg/momentfit/DESCRIPTION	2025-08-26 18:02:48 UTC (rev 245)
@@ -1,12 +1,12 @@
 Package: momentfit
 Version: 1.0
-Date: 2025-06-17
+Date: 2025-08-25
 Title: Methods of Moments
 Authors at R: person(given="Pierre", family="Chausse", role=c("aut","cre"),
 	     	    email="pchausse at uwaterloo.ca")
 Author: Pierre Chausse [aut, cre]
 Maintainer: Pierre Chausse <pchausse at uwaterloo.ca>
-Description: Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and  the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>).Some work is being done to add tools to deal with weak and/or many instruments. This include K-Class estimators (LIML and Fuller), Anderson and Rubin statistics test, etc. 
+Description: Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; <doi:10.2307/1912775>), for single equations and systems of equation, and  the Generalized Empirical Likelihood (Smith 1997; <doi:10.1111/j.0013-0133.1997.174.x>, Kitamura 1997; <doi:10.1214/aos/1069362388>, Newey and Smith 2004; <doi:10.1111/j.1468-0262.2004.00482.x>, and Anatolyev 2005 <doi:10.1111/j.1468-0262.2005.00601.x>). Some work is being done to add tools to deal with weak and/or many instruments. This includes K-Class estimators (Limited Information Maximum Likelihood and Fuller), Anderson and Rubin statistic test, etc. 
 Depends: R (>= 3.5), sandwich
 Imports: stats, methods, parallel
 Suggests: lmtest, knitr, texreg, rmarkdown, ivmodel, nloptr

Modified: pkg/momentfit/man/gmm4.Rd
===================================================================
--- pkg/momentfit/man/gmm4.Rd	2025-08-05 15:40:53 UTC (rev 244)
+++ pkg/momentfit/man/gmm4.Rd	2025-08-26 18:02:48 UTC (rev 245)
@@ -57,7 +57,7 @@
   provide this function when it is possible. This gradient is used to
   compute the asymptotic covariance matrix of \eqn{\hat{\theta}} and to
   obtain the analytical gradient of the objective function if the method
-  is set to "CG" or "BFGS" in \code{\link{optim}} and if "type" is not
+  is set to "CG" or "BFGS" in \code{\link[stats]{optim}} and if "type" is not
   set to "cue". If "g" is a formula, the gradiant is not required (see
   the details below).}
 
@@ -105,7 +105,7 @@
     the weights as a numeric vector, data.frame or formula. The type is either
     \code{"sampling"} or \code{"fequency"}.}  
  
-  \item{\dots}{Arguments to pass to \code{\link{optim}} when the model
+  \item{\dots}{Arguments to pass to \code{\link[stats]{optim}} when the model
     is nonlinear.}
 }
 

Modified: pkg/momentfit/man/momentModel.Rd
===================================================================
--- pkg/momentfit/man/momentModel.Rd	2025-08-05 15:40:53 UTC (rev 244)
+++ pkg/momentfit/man/momentModel.Rd	2025-08-26 18:02:48 UTC (rev 245)
@@ -40,7 +40,7 @@
   provide this function when it is possible. This gradient is used to
   compute the asymptotic covariance matrix of \eqn{\hat{\theta}} and to
   obtain the analytical gradient of the objective function if the method
-  is set to "CG" or "BFGS" in \code{\link{optim}} and if "type" is not
+  is set to "CG" or "BFGS" in \code{\link[stats]{optim}} and if "type" is not
   set to "cue". If "g" is a formula, the gradiant is not required (see
   the details below).}
 

Modified: pkg/momentfit/vignettes/weak.Rmd
===================================================================
--- pkg/momentfit/vignettes/weak.Rmd	2025-08-05 15:40:53 UTC (rev 244)
+++ pkg/momentfit/vignettes/weak.Rmd	2025-08-26 18:02:48 UTC (rev 245)
@@ -43,8 +43,10 @@
 opts_chunk$set(size='footnotesize')
 ```
 
-**Important**: This document is incomplete (so is the package for what is covered
-here).
+**Important**: This document is incomplete (so is the package for what
+is covered here). The treatment of weak instruments is under
+development. Feel free to test the different functions and provide
+feedback to the author.
 
 # The model
 

Modified: pkg/momentfit/vignettes/weak.pdf
===================================================================
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