{ "_id": "6a1f3a16b401979e73428f86", "Package": "gmm", "Version": "1.8", "Date": "2023-06-26", "Title": "Generalized Method of Moments and Generalized Empirical\nLikelihood", "Author": "Pierre Chausse ", "Maintainer": "Pierre Chausse ", "Description": "It is a complete suite to estimate models based on moment\nconditions. It includes the two step Generalized method of\nmoments (Hansen 1982; ), the iterated GMM\nand continuous updated estimator (Hansen, Eaton and Yaron 1996;\n) and several methods that belong to the\nGeneralized Empirical Likelihood family of estimators (Smith\n1997; , Kitamura 1997;\n, Newey and Smith 2004;\n, and Anatolyev 2005\n).", "NeedsCompilation": "yes", "License": "GPL (>= 2)", "VignetteBuilder": "knitr", "Repository": "https://pchausse.r-universe.dev", "Date/Publication": "2024-02-02 16:05:15 UTC", "RemoteUrl": "https://github.com/pchausse/gmm", "RemoteRef": "HEAD", "RemoteSha": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "Packaged": { "Date": "2026-05-07 07:42:51 UTC", "User": "root" }, "MD5sum": "07272c93fa03c3782040ceb72ae24173", "_user": "pchausse", "_type": "src", "_file": "gmm_1.8.tar.gz", "_fileid": "29387c8c54f2a58382fcd4906d1d230a48a20c4309c8df4fcf0f00f6d21aa5e9", "_filesize": 1457690, "_sha256": "29387c8c54f2a58382fcd4906d1d230a48a20c4309c8df4fcf0f00f6d21aa5e9", "_created": "2026-05-07T07:42:51.000Z", "_published": "2026-06-02T20:16:22.438Z", "_distro": "noble", "_jobs": [ { "job": 79163336362, "time": 156, "config": "linux-devel-arm64", "r": "4.7.0", "check": "NOTE", "artifact": "6849604824" }, { "job": 79163336190, "time": 141, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "NOTE", "artifact": "6849602344" }, { "job": 79163336629, "time": 125, "config": "linux-release-arm64", "r": "4.6.0", "check": "NOTE", "artifact": "6849596953" }, { "job": 79163336475, "time": 126, "config": "linux-release-x86_64", "r": "4.6.0", "check": "NOTE", "artifact": "6849597835" }, { "job": 79163336375, "time": 99, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "NOTE", "artifact": "6849588293" }, { "job": 79163335803, "time": 235, "config": "macos-oldrel-x86_64", "r": "4.5.3", "check": "NOTE", "artifact": "6849627748" }, { "job": 79163336115, "time": 152, "config": "macos-release-arm64", "r": "4.6.0", "check": "NOTE", "artifact": "6849603425" }, { "job": 79163336022, "time": 288, "config": "macos-release-x86_64", "r": "4.6.0", "check": "NOTE", "artifact": "6849643026" }, { "job": 79163335767, "time": 207, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6849558452" }, { "job": 79163335153, "time": 110, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7368763701" }, { "job": 79163336092, "time": 158, "config": "windows-devel", "r": "4.7.0", "check": "NOTE", "artifact": "6849605078" }, { "job": 79163335950, "time": 95, "config": "windows-oldrel", "r": "4.5.3", "check": "NOTE", "artifact": "6849586885" }, { "job": 79163336111, "time": 136, "config": "windows-release", "r": "4.6.0", "check": "NOTE", "artifact": "6849599225" } ], "_buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/pchausse/gmm", "_commit": { "id": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "author": "Pierre Chausse ", "committer": "GitHub ", "message": "Update README.md", "time": 1706889915 }, "_maintainer": { "name": "Pierre Chausse", "email": "pchausse@uwaterloo.ca", "login": "pchausse", "uuid": 1143385 }, "_registered": true, "_dependencies": [ { "package": "R", "version": ">= 2.10.0", "role": "Depends" }, { "package": "sandwich", "role": "Depends" }, { "package": "stats", "role": "Imports" }, { "package": "methods", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "knitr", "role": "Suggests" }, { "package": "mvtnorm", "role": "Suggests" }, { "package": "car", "role": "Suggests" }, { "package": "stabledist", "role": "Suggests" }, { "package": "MASS", "role": "Suggests" }, { "package": "timeDate", "role": "Suggests" }, { "package": "timeSeries", "role": "Suggests" } ], "_owner": "pchausse", "_selfowned": true, "_usedby": 74, "_updates": [], "_tags": [], "_stars": 2, "_contributors": [ { "user": "pchausse", "count": 16, "uuid": 1143385 }, { "user": "jeroen", "count": 1, "uuid": 216319 } ], "_userbio": { "uuid": 1143385, "type": "user", "name": "Pierre Chausse" }, "_downloads": { "count": 15130, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/gmm" }, "_devurl": "https://github.com/pchausse/gmm", "_searchresults": 343, "_topics": [ "openblas", "fortran" ], "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/gmm.html", "extra/NEWS.html", "extra/NEWS.txt", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/pchausse/gmm", "_realowner": "pchausse", "_cranurl": true, "_releases": [ { "version": "0.1-0", "date": "2008-10-19" }, { "version": "1.0-0", "date": "2008-11-24" }, { "version": "1.0-1", "date": "2009-02-04" }, { "version": "1.0-2", "date": "2009-03-05" }, { "version": "1.0-3", "date": "2009-03-09" }, { "version": "1.0-4", "date": "2009-03-11" }, { "version": "1.0-6", "date": "2009-05-12" }, { "version": "1.0-7", "date": "2009-07-02" }, { "version": "1.1-0", "date": "2009-08-27" }, { "version": "1.1-1", "date": "2009-09-07" }, { "version": "1.3-0", "date": "2010-01-10" }, { "version": "1.3-2", "date": "2010-05-25" }, { "version": "1.3-3", "date": "2010-09-26" }, { "version": "1.3-5", "date": "2011-03-27" }, { "version": "1.3-6", "date": "2011-04-07" }, { "version": "1.3-8", "date": "2011-07-28" }, { "version": "1.4-0", "date": "2012-05-25" }, { "version": "1.4-1", "date": "2012-05-30" }, { "version": "1.4-2", "date": "2012-06-19" }, { "version": "1.4-3", "date": "2012-09-23" }, { "version": "1.4-4", "date": "2012-11-22" }, { "version": "1.4-5", "date": "2013-01-11" }, { "version": "1.5-0", "date": "2013-12-11" }, { "version": "1.5-1", "date": "2015-02-09" }, { "version": "1.5-2", "date": "2015-03-17" }, { "version": "1.6-1", "date": "2017-06-14" }, { "version": "1.6-2", "date": "2018-03-15" }, { "version": "1.6-4", "date": "2019-12-04" }, { "version": "1.6-5", "date": "2020-05-28" }, { "version": "1.6-6", "date": "2021-03-05" }, { "version": "1.7", "date": "2022-08-12" }, { "version": "1.8", "date": "2023-06-06" }, { "version": "1.9-1", "date": "2025-08-26" } ], "_exports": [ "ATEgel", "bread.gel", "bread.gmm", "bread.tsls", "bwWilhelm", "charStable", "checkConv", "coef.gel", "coef.gmm", "confint.ategel", "confint.gel", "confint.gmm", "estfun.gel", "estfun.gmm", "estfun.gmmFct", "estfun.tsls", "evalGel", "evalGmm", "FinRes.baseGmm.res", "fitted.gel", "fitted.gmm", "five", "formula.gel", "formula.gmm", "gel", "getDat", "getImpProb", "getImpProb.gel", "getLamb", "getModel.ateGel", "getModel.baseGel", "getModel.baseGmm", "getModel.constGel", "getModel.constGmm", "getModel.sysGmm", "getModel.tsls", "gmm", "gmmWithConst", "KTest", "marginal", "marginal.ategel", "model.matrix.tsls", "momentEstim.baseGel.eval", "momentEstim.baseGel.mod", "momentEstim.baseGel.modFormula", "momentEstim.baseGmm.cue", "momentEstim.baseGmm.cue.formula", "momentEstim.baseGmm.eval", "momentEstim.baseGmm.iterative", "momentEstim.baseGmm.iterative.formula", "momentEstim.baseGmm.twoStep", "momentEstim.baseGmm.twoStep.formula", "momentEstim.sysGmm.twoStep.formula", "momentEstim.tsls.twoStep.formula", "plot.gel", "plot.gmm", "print.confint", "print.gel", "print.gmm", "print.gmmTests", "print.specTest", "print.summary.gel", "print.summary.gmm", "print.summary.sysGmm", "print.summary.tsls", "print.sysGmm", "randEffect", "residuals.gel", "residuals.gmm", "smoothG", "specTest", "specTest.gel", "specTest.gmm", "summary.ategel", "summary.gel", "summary.gmm", "summary.sysGmm", "summary.tsls", "sur", "sysGmm", "threeSLS", "tsls", "vcov.ategel", "vcov.gel", "vcov.gmm", "vcov.tsls" ], "_datasets": [ { "name": "Finance", "title": "Returns on selected stocks", "object": "Finance", "file": "Finance.rda", "class": [ "data.frame" ], "fields": [ "WMK", "UIS", "ORB", "MAT", "ABAX", "T", "EMR", "JCS", "VOXX", "ZOOM", "ROG", "GGG", "PC", "GCO", "EBF", "F", "FNM", "NHP", "AA", "TDW", "rf", "rm", "hml", "smb" ], "rows": 4012, "table": true, "tojson": true }, { "name": "Growth", "title": "Growth Data", "object": "Growth", "file": "Growth.rda", "class": [ "data.frame" ], "fields": [ "Country_ID", "COM", "OPEC", "Year", "GDP", "LagGDP", "SavRate", "LagSavRate", "Country", "Pop", "LagPop" ], "rows": 3125, "table": true, "tojson": true }, { "name": "nsw", "title": "Lalonde subsample of the National Supported Work Demonstration Data (NSW)", "object": "nsw", "file": "nsw.rda", "class": [ "data.frame" ], "fields": [ "treat", "age", "ed", "black", "hisp", "married", "nodeg", "re75", "re78" ], "rows": 722, "table": true, "tojson": true }, { "name": "wage", "title": "Labor Data", "object": "wage", "file": "wage.rda", "class": [ "data.frame" ], "fields": [ "RNS", "RNS80", "MRT", "MRT80", "SMSA", "SMSA80", "MED", "IQ", "KWW", "YEAR", "AGE", "AGE80", "S", "S80", "EXPR", "EXPR80", "TENURE", "TENURE80", "LW", "LW80" ], "rows": 758, "table": true, "tojson": true } ], "_help": [ { "page": "ATEgel", "title": "ATE with Generalized Empirical Likelihood estimation", "topics": [ "ATEgel", "checkConv" ] }, { "page": "bread", "title": "Bread for sandwiches", "topics": [ "bread.gel", "bread.gmm", "bread.tsls" ] }, { "page": "bwWilhelm", "title": "Wilhelm (2015) bandwidth selection", "topics": [ "bwWilhelm" ] }, { "page": "charStable", "title": "The characteristic function of a stable distribution", "topics": [ "charStable" ] }, { "page": "coef", "title": "Coefficients of GEL or GMM", "topics": [ "coef.gel", "coef.gmm" ] }, { "page": "confint", "title": "Confidence intervals for GMM or GEL", "topics": [ "confint.ategel", "confint.gel", "confint.gmm", "print.confint" ] }, { "page": "estfun", "title": "Extracts the empirical moment function", "topics": [ "estfun.gel", "estfun.gmm", "estfun.gmmFct", "estfun.tsls", "model.matrix.tsls" ] }, { "page": "Finance", "title": "Returns on selected stocks", "topics": [ "Finance" ] }, { "page": "FinRes", "title": "Method to finalize the result of the momentEstim method", "topics": [ "FinRes.baseGmm.res" ] }, { "page": "fitted", "title": "Fitted values of GEL and GMM", "topics": [ "fitted.gel", "fitted.gmm" ] }, { "page": "formula", "title": "Formula method for gel and gmm objects", "topics": [ "formula.gel", "formula.gmm" ] }, { "page": "gel", "title": "Generalized Empirical Likelihood estimation", "topics": [ "evalGel", "gel" ] }, { "page": "getDat", "title": "Extracting data from a formula", "topics": [ "getDat" ] }, { "page": "getImpProb", "title": "Implied Probabilities", "topics": [ "getImpProb", "getImpProb.gel" ] }, { "page": "getLamb", "title": "Solving for the Lagrange multipliers of Generalized Empirical Likelihood (GEL)", "topics": [ "getLamb" ] }, { "page": "getModel", "title": "Method for setting the properties of a model", "topics": [ "getModel.ateGel", "getModel.baseGel", "getModel.baseGmm", "getModel.constGel", "getModel.constGmm", "getModel.sysGmm", "getModel.tsls" ] }, { "page": "gmm", "title": "Generalized method of moment estimation", "topics": [ "evalGmm", "gmm", "gmmWithConst" ] }, { "page": "growth", "title": "Growth Data", "topics": [ "Growth" ] }, { "page": "KTest", "title": "Compute the K statistics of Kleibergen", "topics": [ "KTest", "print.gmmTests" ] }, { "page": "marginal", "title": "Marginal effects Summary", "topics": [ "marginal", "marginal.ategel" ] }, { "page": "momentEstim", "title": "Method for estimating models based on moment conditions", "topics": [ "momentEstim.baseGel.eval", "momentEstim.baseGel.mod", "momentEstim.baseGel.modFormula", "momentEstim.baseGmm.cue", "momentEstim.baseGmm.cue.formula", "momentEstim.baseGmm.eval", "momentEstim.baseGmm.iterative", "momentEstim.baseGmm.iterative.formula", "momentEstim.baseGmm.twoStep", "momentEstim.baseGmm.twoStep.formula", "momentEstim.sysGmm.twoStep.formula", "momentEstim.tsls.twoStep.formula" ] }, { "page": "nsw", "title": "Lalonde subsample of the National Supported Work Demonstration Data (NSW)", "topics": [ "nsw" ] }, { "page": "plot", "title": "Plot Diagnostics for gel and gmm objects", "topics": [ "plot.gel", "plot.gmm" ] }, { "page": "print", "title": "Printing a gmm or gel object", "topics": [ "print.gel", "print.gmm", "print.sysGmm" ] }, { "page": "residuals", "title": "Residuals of GEL or GMM", "topics": [ "residuals.gel", "residuals.gmm" ] }, { "page": "smoothG", "title": "Kernel smoothing of a matrix of time series", "topics": [ "smoothG" ] }, { "page": "specTest", "title": "Compute tests of specification", "topics": [ "print.specTest", "specTest", "specTest.gel", "specTest.gmm" ] }, { "page": "summary", "title": "Method for object of class gmm or gel", "topics": [ "print.summary.gel", "print.summary.gmm", "print.summary.sysGmm", "print.summary.tsls", "summary.ategel", "summary.gel", "summary.gmm", "summary.sysGmm", "summary.tsls" ] }, { "page": "sysGmm", "title": "Generalized method of moment estimation for system of equations", "topics": [ "five", "randEffect", "sur", "sysGmm", "threeSLS" ] }, { "page": "tsls", "title": "Two stage least squares estimation", "topics": [ "tsls" ] }, { "page": "vcov", "title": "Variance-covariance matrix of GMM or GEL", "topics": [ "vcov.ategel", "vcov.gel", "vcov.gmm", "vcov.tsls" ] }, { "page": "wage", "title": "Labor Data", "topics": [ "wage" ] } ], "_readme": "https://github.com/pchausse/gmm/raw/HEAD/README.md", "_rundeps": [ "lattice", "sandwich", "zoo" ], "_sysdeps": [ { "shlib": "liblapack", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libblas", "package": "libopenblas0-pthread", "source": "openblas", "version": "0.3.26+ds-1ubuntu0.1", "name": "openblas", "homepage": "https://www.openblas.net/", "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)" }, { "shlib": "libgfortran", "package": "libgfortran5", "source": "gcc", "version": "14.2.0-4ubuntu2~24.04.1", "name": "fortran", "homepage": "http://gcc.gnu.org/", "description": "Runtime library for GNU Fortran applications" } ], "_vignettes": [ { "source": "gmm_with_R.rnw", "filename": "gmm_with_R.pdf", "title": "Computing Generalized Empirical Likelihood and Generalized Method of Moments with R", "engine": "knitr::knitr", "headings": [], "created": "2023-03-03 21:11:26", "modified": "2023-03-03 21:11:26", "commits": 1 } ], "_score": 9.061486022516597, "_indexed": true, "_nocasepkg": "gmm", "_universes": [ "pchausse" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.8", "date": "2026-05-07T07:45:45.000Z", "distro": "noble", "arch": "aarch64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "5af310250f72f71c26696d3e776a533890f2891a745fd5cfaeb4c9452a12b9e0", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.7.0", "os": "linux", "version": "1.8", "date": "2026-05-07T07:45:30.000Z", "distro": "noble", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "6fdc8740e623d81d160be2b365fc2ec52fa8425bc9faea88eb13eb599fe9e504", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "linux", "version": "1.8", "date": "2026-05-07T07:45:19.000Z", "distro": "noble", "arch": "aarch64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "bce774ae3780038062e7eb3c50f2cad3669139869f118e465924b95f3ce1bde1", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "linux", "version": "1.8", "date": "2026-05-07T07:45:18.000Z", "distro": "noble", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "1b1177f2b3c4c7418fce5bfebb5beb5a2463064e3fc96d7830b8b705bd4ebaaf", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.5.3", "os": "mac", "version": "1.8", "date": "2026-05-07T07:44:50.000Z", "arch": "aarch64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "4cea09f41ecf93ce2d88359da77828b259e100449f871de0b7b2432a7b100b0a", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.5.3", "os": "mac", "version": "1.8", "date": "2026-05-07T07:46:32.000Z", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "ba5f02c59b90c2901f8a4e7e311c1b506410f1bcf729292a79fea589f511603d", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "mac", "version": "1.8", "date": "2026-05-07T07:45:28.000Z", "arch": "aarch64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "29be3ed7ec30ac95f645d44140338452e039de4136c0adb7cc90399c807e4967", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "mac", "version": "1.8", "date": "2026-05-07T07:47:16.000Z", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "393b308f6330661ff85156c6f54a4996e7a46439d34b52b9e078b1e6687d9377", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.7.0", "os": "win", "version": "1.8", "date": "2026-05-07T07:45:11.000Z", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "7164de8e9ac4dbbed813d15aa7c4ff57beacd81f69b81b8a744c8911d25e7a4c", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.5.3", "os": "win", "version": "1.8", "date": "2026-05-07T07:44:27.000Z", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "48f3812a46329d06c86ab1a51659f17e085d4e7213744abba17b627e65d9e912", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "win", "version": "1.8", "date": "2026-05-07T07:44:55.000Z", "arch": "x86_64", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "9630fe32b749c328a7864ab6dfde40d2bbfc93a41c49bfdfb7d4001af9a8e249", "status": "success", "check": "NOTE", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" }, { "r": "4.6.0", "os": "wasm", "version": "1.8", "date": "2026-06-02T20:15:59.000Z", "arch": "emscripten", "commit": "78616a898b9c5d714285aa20db6141bcbffb1ec0", "fileid": "7b9570e5aaccfaa8d38e75929c783c525b8d7e9c91f9fe71878a5df6b78617a6", "status": "success", "buildurl": "https://github.com/r-universe/pchausse/actions/runs/25482695336" } ] }