[Gmm-commits] r243 - pkg/momentfit/R

noreply at r-forge.r-project.org noreply at r-forge.r-project.org
Wed Jun 18 20:37:27 CEST 2025


Author: chaussep
Date: 2025-06-18 20:37:27 +0200 (Wed, 18 Jun 2025)
New Revision: 243

Modified:
   pkg/momentfit/R/sysMomentModel-methods.R
Log:
fixed a bug in systems of equations using HAC matrix

Modified: pkg/momentfit/R/sysMomentModel-methods.R
===================================================================
--- pkg/momentfit/R/sysMomentModel-methods.R	2025-06-18 15:35:49 UTC (rev 242)
+++ pkg/momentfit/R/sysMomentModel-methods.R	2025-06-18 18:37:27 UTC (rev 243)
@@ -1025,7 +1025,7 @@
                   else
                       wObj0 <- NULL
                   wObj <- evalWeights(model, theta0, "optimal", wObj0)
-                  if (model at vcov=="HAC" && is.character(model at bw))
+                  if (model at vcov=="HAC" && is.character(model at vcovOptions$bw))
                       model at vcovOptions$bw <- wObj at wSpec$bw
                   res <- solveGmm(model, wObj, theta0, ...)
                   theta1 <- res$theta



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