{ "_id": "6a1bd2c21d7bb097a0a14915", "Package": "momentfit", "Version": "0.5", "Date": "2023-06-04", "Title": "Methods of Moments", "Author": "Pierre Chausse ", "Maintainer": "Pierre Chausse ", "Description": "Several classes for moment-based models are defined. The\nclasses are defined for moment conditions derived from a single\nequation or a system of equations. The conditions can also be\nexpressed as functions or formulas. Several methods are also\noffered to facilitate the development of different estimation\ntechniques. The methods that are currently provided are the\nGeneralized method of moments (Hansen 1982;\n), for single equations and systems of\nequation, and the Generalized Empirical Likelihood (Smith 1997;\n, Kitamura 1997;\n, Newey and Smith 2004;\n, and Anatolyev 2005\n).", "Collate": "'allClasses.R' 'validity.R' 'momentData.R'\n'momentModel-methods.R' 'momentModel.R'\n'momentWeights-methods.R' 'gmmfit-methods.R'\n'specTest-methods.R' 'summary-methods.R' 'rModel-methods.R'\n'hypothesisTest-methods.R' 'sysMomentModel.R'\n'sysMomentModel-methods.R' 'rsysMomentModel-methods.R'\n'sgmmfit-methods.R' 'gmm4.R' 'gel.R' 'gelfit-methods.R'\n'gel4.R'", "License": "GPL (>= 2)", "NeedsCompilation": "yes", "VignetteBuilder": "knitr", "Repository": "https://pchausse.r-universe.dev", "Date/Publication": "2024-02-02 16:07:19 UTC", "RemoteUrl": "https://github.com/pchausse/momentfit", "RemoteRef": "HEAD", "RemoteSha": "cf29b1a61c8c0083f904d8d51402d44cb0e3327b", "Packaged": { "Date": "2026-05-31 06:05:24 UTC", 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"Pl", "Pe", "Pm" ], "rows": 25, "table": true, "tojson": true }, { "name": "Mroz", "title": "Labour data on married women", "object": "Mroz", "file": "Mroz.rda", "class": [ "data.frame" ], "fields": [ "inlf", "hours", "kidslt6", "kidsge6", "age", "educ", "wage", "repwage", "hushrs", "husage", "huseduc", "huswage", "faminc", "mtr", "motheduc", "fatheduc", "unem", "city", "exper", "nwifeinc" ], "rows": 753, "table": true, "tojson": true }, { "name": "simData", "title": "Simulated data.", "object": "simData", "file": "simData.rda", "class": [ "data.frame" ], "fields": [ "y", "y1", "y3", "y2", "z1", "x1", "z2", "x2", "z3", "x3", "x4", "z4", "z5" ], "rows": 50, "table": true, "tojson": true } ], "_help": [ { "page": "subsetting", "title": "Subsetting methods", "topics": [ "subset", "subset,formulaModel-method", "subset,functionModel-method", "subset,regModel-method", "subset,sysModel-method", "[,formulaModel,numeric,missing-method", "[,functionModel,numeric,missing-method", 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"Dresiduals-methods", "title": "~~ Methods for Function 'Dresiduals' in Package 'Gmm' ~~", "topics": [ "Dresiduals", "Dresiduals,linearModel-method", "Dresiduals,nonlinearModel-method", "Dresiduals,rsnonlinearModel-method", "Dresiduals,sysModel-method", "Dresiduals-methods" ] }, { "page": "DWH-methods", "title": "~~ Methods for Function 'DWH' in Package 'momentfit' ~~", "topics": [ "DWH", "DWH,gmmfit,gmmfit-method", "DWH,gmmfit,lm-method", "DWH,gmmfit,missing-method", "DWH-methods" ] }, { "page": "estfun-methods", "title": "~~ Methods for Function 'estfun' in Package 'sandwich' ~~", "topics": [ "estfun,momentModel-method", "estfun-methods" ] }, { "page": "evalDMoment-methods", "title": "~~ Methods for Function 'evalDMoment' in Package 'momentfit' ~~", "topics": [ "evalDMoment", "evalDMoment,formulaModel-method", "evalDMoment,functionModel-method", "evalDMoment,regModel-method", "evalDMoment,rformulaModel-method", "evalDMoment,rfunctionModel-method", "evalDMoment,rnonlinearModel-method", "evalDMoment,rslinearModel-method", "evalDMoment,rsnonlinearModel-method", "evalDMoment,sysModel-method", "evalDMoment-methods" ] }, { "page": "evalGel-methods", "title": "~~ Methods for Function 'evalGel' in Package 'modelfit' ~~", "topics": [ "evalGel", "evalGel,momentModel-method", "evalGel-methods" ] }, { "page": "evalGelObj-methods", "title": "~~ Methods for Function 'evalGelObj' in Package 'Gmm' ~~", "topics": [ "evalGelObj", "evalGelObj,momentModel,numeric,numeric-method", "evalGelObj-methods" ] }, { "page": "evalGmm-methods", "title": "~~ Methods for Function 'evalGmm' in Package 'modelfit' ~~", "topics": [ "evalGmm", "evalGmm,momentModel-method", "evalGmm,sysModel-method", "evalGmm-methods" ] }, { "page": "evalGmmObj-methods", "title": "~~ Methods for Function 'evalGmmObj' in Package 'momentfit' ~~", "topics": [ "evalGmmObj", "evalGmmObj,momentModel,numeric,momentWeights-method", "evalGmmObj,sysModel,list,sysMomentWeights-method", "evalGmmObj-methods" ] }, { "page": "evalMoment-methods", "title": "~~ Methods for Function 'evalMoment' in Package 'momentfit' ~~", "topics": [ "evalMoment", "evalMoment,formulaModel-method", "evalMoment,functionModel-method", "evalMoment,regModel-method", "evalMoment,rsysModel-method", "evalMoment,sysModel-method", "evalMoment-methods" ] }, { "page": "evalWeights-methods", "title": "Methods for Function 'evalWeights' in Package 'Gmm'", "topics": [ "evalWeights", "evalWeights,momentModel-method", "evalWeights,rslinearModel-method", "evalWeights,sysModel-method", "evalWeights-methods" ] }, { "page": "formulaModel-class", "title": "Class '\"formulaModel\"'", "topics": [ "formulaModel-class" ] }, { "page": "functionModel-class", "title": "Class '\"functionModel\"'", "topics": [ "functionModel-class" ] }, { "page": "gel4", "title": "GEL estimation", "topics": [ "gel4" ] }, { "page": "gelfit-class", "title": "Class '\"gelfit\"'", "topics": [ "gelfit-class" ] }, { "page": "gelFit-methods", "title": "~~ Methods for Function 'gelFit' in Package 'momentfit' ~~", "topics": [ "gelFit", "gelFit,momentModel-method", "gelFit,rmomentModel-method", "gelFit-methods" ] }, { "page": "getImpProb-methods", "title": "~~ Methods for Function 'getImpProb' in Package 'momenfit' ~~", "topics": [ "getImpProb", "getImpProb,gelfit-method" ] }, { "page": "getRestrict-methods", "title": "~~ Methods for Function 'getRestrict' in Package 'momentfit' ~~", "topics": [ "getRestrict", "getRestrict,momentModel-method", "getRestrict,rformulaModel-method", "getRestrict,rfunctionModel-method", "getRestrict,rlinearModel-method", "getRestrict,rnonlinearModel-method", "getRestrict,rslinearModel-method", "getRestrict,rsnonlinearModel-method", "getRestrict,sysModel-method", "getRestrict-methods" ] }, { "page": "gmm4", "title": "GMM estimation", "topics": [ "gmm4", "ThreeSLS,list-method", "tsls,formula-method", "tsls,list-method" ] }, { "page": "gmmfit-class", "title": "Class '\"gmmfit\"'", "topics": [ "gmmfit-class" ] }, { "page": "gmmFit-methods", "title": "~~ Methods for Function 'gmmFit' in Package 'momentfit' ~~", "topics": [ "gmmFit", "gmmFit,formulaModel-method", "gmmFit,momentModel-method", "gmmFit,rformulaModel-method", "gmmFit,rlinearModel-method", "gmmFit,rnonlinearModel-method", "gmmFit,rslinearModel-method", "gmmFit,sysModel-method", "gmmFit-methods" ] }, { "page": "Griliches", "title": "Return to Education Data", "topics": [ "Griliches" ] }, { "page": "HealthRWM", "title": "Health data from Greene (2012) applications.", "topics": [ "HealthRWM" ] }, { "page": "hypothesisTest-class", "title": "Class '\"hypothesisTest\"'", "topics": [ "hypothesisTest-class" ] }, { "page": "hypothesisTest-methods", "title": "~~ Methods for Function 'hypothesisTest' in Package 'momentfit' ~~", "topics": [ "hypothesisTest", "hypothesisTest,gmmfit,gmmfit-method", "hypothesisTest,gmmfit,missing-method", "hypothesisTest,missing,gmmfit-method", "hypothesisTest,missing,sgmmfit-method", "hypothesisTest,sgmmfit,missing-method", "hypothesisTest,sgmmfit,sgmmfit-method", "hypothesisTest-methods" ] }, { "page": "kernapply-methods", "title": "A kernel smoothing utility for '\"momentModel\"' classes", "topics": [ "kernapply", "kernapply,momentModel-method", "kernapply-methods" ] }, { "page": "Klein", "title": "Klein (1950) macro data.", "topics": [ "Klein" ] }, { "page": "LabourCR", "title": "Labour data from Greene (2012) applications,", "topics": [ "LabourCR" ] }, { "page": "lambdaAlgo", "title": "Algorithms to solve for the Lagrange multiplier", "topics": [ "EEL_lam", "ETXX_lam", "getLambda", "REEL_lam", "Wu_lam" ] }, { "page": "linearModel-class", "title": "Class '\"linearModel\"'", "topics": [ "linearModel-class" ] }, { "page": "ManufactCost", "title": "Manufacturing Costs data from Bernt and Wood (1975)", "topics": [ "ManufactCost" ] }, { "page": "mconfint-class", "title": "Class '\"mconfint\"'", "topics": [ "mconfint-class" ] }, { "page": "meatGmm-methods", "title": "~~ Methods for Function 'meatGmm' in Package 'momentfit' ~~", "topics": [ "meatGmm", "meatGmm,gmmfit-method", "meatGmm,sgmmfit-method", "meatGmm,tsls-method", "meatGmm-methods" ] }, { "page": "merge-methods", "title": "~~ Methods for Function 'merge' in Package 'base' ~~", "topics": [ "merge", "merge,ANY,ANY-method", "merge,linearModel,linearModel-method", "merge,nonlinearModel,nonlinearModel-method", "merge,slinearModel,linearModel-method", "merge,snonlinearModel,nonlinearModel-method", "merge-methods" ] }, { "page": "model.matrix-methods", "title": "~~ Methods for Function 'model.matrix' in Package 'stats' ~~", "topics": [ "model.matrix", "model.matrix,linearModel-method", "model.matrix,nonlinearModel-method", "model.matrix,rlinearModel-method", "model.matrix,rslinearModel-method", "model.matrix,rsnonlinearModel-method", "model.matrix,slinearModel-method", "model.matrix,snonlinearModel-method", "model.matrix-methods" ] }, { "page": "modelDims-methods", "title": "Methods for Function 'modelDims'", "topics": [ "modelDims", "modelDims,formulaModel-method", "modelDims,functionModel-method", "modelDims,linearModel-method", "modelDims,nonlinearModel-method", "modelDims,rformulaModel-method", "modelDims,rfunctionModel-method", "modelDims,rlinearModel-method", "modelDims,rnonlinearModel-method", "modelDims,rslinearModel-method", "modelDims,rsnonlinearModel-method", "modelDims,sfunctionModel-method", "modelDims,slinearModel-method", "modelDims,snonlinearModel-method", "modelDims,sysMomentModel-method", "modelDims-methods" ] }, { "page": "modelResponse-methods", "title": "~~ Methods for Function 'modelResponse' in Package 'momentfit' ~~", "topics": [ "modelResponse", "modelResponse,linearModel-method", "modelResponse,rlinearModel-method", "modelResponse,rslinearModel-method", "modelResponse,slinearModel-method", "modelResponse-methods" ] }, { "page": "momentModel", "title": "Constructor for '\"momentModel\"' classes", "topics": [ "momentModel" ] }, { "page": "momentModel-class", "title": "Class '\"momentModel\"'", "topics": [ "momentModel-class" ] }, { "page": "momentStrength-methods", "title": "~~ Methods for Function 'momentStrength' in Package 'momentfit' ~~", "topics": [ "momentStrength", "momentStrength,formulaModel-method", "momentStrength,functionModel-method", "momentStrength,linearModel-method", "momentStrength,nonlinearModel-method", "momentStrength,rlinearModel-method", "momentStrength-methods" ] }, { "page": "momentWeights-class", "title": "Class '\"momentWeights\"'", "topics": [ "momentWeights", "momentWeights-class" ] }, { "page": "momFct-methods", "title": "Methods for Function 'momFct' in Package 'momentfit'", "topics": [ "momFct", "momFct,numeric,gelfit-method", "momFct-methods" ] }, { "page": "Mroz", "title": "Labour data on married women", "topics": [ "Mroz" ] }, { "page": "nonlinearModel-class", "title": "Class '\"nonlinearModel\"'", "topics": [ "nonlinearModel-class" ] }, { "page": "plot-methods", "title": "~~ Methods for Function 'plot' from package 'graphics' ~~", "topics": [ "plot,ANY-method", "plot,mconfint-method", "plot-methods" ] }, { "page": "print-methods", "title": "Methods for Function 'print' in Package 'base'", "topics": [ "print,ANY-method", "print,confint-method", "print,gelfit-method", "print,gmmfit-method", "print,hypothesisTest-method", "print,mconfint-method", "print,momentModel-method", "print,momentWeights-method", "print,rformulaModel-method", "print,rfunctionModel-method", "print,rlinearModel-method", "print,rnonlinearModel-method", "print,rslinearModel-method", "print,rsnonlinearModel-method", "print,sgmmfit-method", "print,specTest-method", "print,sSpec-method", "print,summaryGel-method", "print,summaryGmm-method", "print,summarySysGmm-method", "print,sysModel-method", "print,sysMomentWeights-method", "print-methods" ] }, { "page": "printRestrict-methods", "title": "~~ Methods for Function 'printRestrict' in Package 'momentfit' ~~", "topics": [ "printRestrict", "printRestrict,rformulaModel-method", "printRestrict,rfunctionModel-method", "printRestrict,rlinearModel-method", "printRestrict,rnonlinearModel-method", "printRestrict,rslinearModel-method", "printRestrict,rsnonlinearModel-method", "printRestrict-methods" ] }, { "page": "quadra-methods", "title": "~~ Methods for Function 'quadra' in Package 'momentfit' ~~", "topics": [ "quadra", "quadra,momentWeights,matrixORnumeric,matrixORnumeric-method", "quadra,momentWeights,matrixORnumeric,missing-method", "quadra,momentWeights,missing,missing-method", "quadra,sysMomentWeights,matrixORnumeric,matrixORnumeric-method", "quadra,sysMomentWeights,matrixORnumeric,missing-method", "quadra,sysMomentWeights,missing,missing-method", "quadra-methods" ] }, { "page": "regModel-class", "title": "Class '\"regModel\"'", "topics": [ "regModel-class" ] }, { "page": "residuals-methods", "title": "~~ Methods for Function 'residuals' in Package 'stats' ~~", "topics": [ "residuals,ANY-method", "residuals,gelfit-method", "residuals,gmmfit-method", "residuals,linearModel-method", "residuals,nonlinearModel-method", "residuals,rsysModel-method", "residuals,sgmmfit-method", "residuals,sysModel-method", "residuals-methods" ] }, { "page": "restModel-methods", "title": "~~ Methods for Function 'restModel' in Package 'momentfit' ~~", "topics": [ "restModel", "restModel,formulaModel-method", "restModel,functionModel-method", "restModel,linearModel-method", "restModel,nonlinearModel-method", "restModel,slinearModel-method", "restModel,snonlinearModel-method", "restModel-methods" ] }, { "page": "rformulaModel-class", "title": "Class '\"rformulaModel\"'", "topics": [ "rformulaModel-class" ] }, { "page": "rfunctionModel-class", "title": "Class '\"rfunctionModel\"'", "topics": [ "rfunctionModel-class" ] }, { "page": "rhoFct", "title": "GEL objective functions", "topics": [ "rhoEEL", "rhoEL", "rhoET", "rhoETEL", "rhoETHD", "rhoFct", "rhoHD", "rhoREEL" ] }, { "page": "rlinearModel-class", "title": "Class '\"rlinearModel\"'", "topics": [ "rlinearModel-class" ] }, { "page": "rmomentModel-class", "title": "Class '\"rmomentModel\"'", "topics": [ "rmomentModel-class" ] }, { "page": "rnonlinearModel-class", "title": "Class '\"rnonlinearModel\"'", "topics": [ "rnonlinearModel-class" ] }, { "page": "rslinearModel-class", "title": "Class '\"rslinearModel\"'", "topics": [ "rslinearModel-class" ] }, { "page": "rsnonlinearModel-class", "title": "Class '\"rsnonlinearModel\"'", "topics": [ "rsnonlinearModel-class" ] }, { "page": "rsysModel-class", "title": "Class '\"rsysModel\"'", "topics": [ "rsysModel-class" ] }, { "page": "setCoef-methods", "title": "Methods for Function 'setCoef' in Package 'momentfit' ~~", "topics": [ "setCoef", "setCoef,momentModel-method", "setCoef,sysModel-method", "setCoef-methods" ] }, { "page": "sfunctionModel-class", "title": "Class '\"sfunctionModel\"'", "topics": [ "sfunctionModel-class" ] }, { "page": "sgmmfit-class", "title": "Class '\"sgmmfit\"'", "topics": [ "sgmmfit-class" ] }, { "page": "show-methods", "title": "~~ Methods for Function 'show' in Package 'methods' ~~", "topics": [ "show,ANY-method", "show,confint-method", "show,gelfit-method", "show,gmmfit-method", "show,hypothesisTest-method", "show,mconfint-method", "show,momentModel-method", "show,momentWeights-method", "show,sgmmfit-method", "show,specTest-method", "show,sSpec-method", "show,summaryGel-method", "show,summaryGmm-method", "show,summarySysGmm-method", "show,sysModel-method", "show,sysMomentWeights-method", "show-methods" ] }, { "page": "simData", "title": "Simulated data.", "topics": [ "simData" ] }, { "page": "slinearModel-class", "title": "Class '\"slinearModel\"'", "topics": [ "slinearModel-class" ] }, { "page": "snonlinearModel-class", "title": "Class '\"snonlinearModel\"'", "topics": [ "snonlinearModel-class" ] }, { "page": "solveGel-methods", "title": "~~ Methods for Function 'solveGel' in Package 'momentfit' ~~", "topics": [ "solveGel", "solveGel,momentModel-method", "solveGel-methods" ] }, { "page": "solveGmm-methods", "title": "~~ Methods for Function 'solveGmm' in Package 'momentfit' ~~", "topics": [ "solveGmm", "solveGmm,allNLModel,momentWeights-method", "solveGmm,linearModel,momentWeights-method", "solveGmm,rnonlinearModel,momentWeights-method", "solveGmm,rslinearModel,sysMomentWeights-method", "solveGmm,sfunctionModel,sysMomentWeights-method", "solveGmm,slinearModel,sysMomentWeights-method", "solveGmm,snonlinearModel,sysMomentWeights-method", "solveGmm-methods" ] }, { "page": "specTest-class", "title": "Class '\"specTest\"'", "topics": [ "specTest-class" ] }, { "page": "specTest-methods", "title": "~~ Methods for Function 'specTest' in Package 'momentfit' ~~", "topics": [ "specTest", "specTest,gelfit,missing-method", "specTest,gmmfit,missing-method", "specTest,gmmfit,numeric-method", "specTest,sgmmfit,missing-method", "specTest-methods" ] }, { "page": "sSpec-class", "title": "Class '\"sSpec\"'", "topics": [ "sSpec-class" ] }, { "page": "stsls-class", "title": "Class '\"stsls\"'", "topics": [ "stsls-class" ] }, { "page": "summary-methods", "title": "~~ Methods for Function 'summary' in Package 'base' ~~", "topics": [ "summary", "summary,gelfit-method", "summary,gmmfit-method", "summary,sgmmfit-method", "summary-methods" ] }, { "page": "summaryGel-class", "title": "Class '\"summaryGel\"'", "topics": [ "summaryGel-class" ] }, { "page": "summaryGmm-class", "title": "Class '\"summaryGmm\"'", "topics": [ "summaryGmm-class" ] }, { "page": "summarySysGmm-class", "title": "Class '\"summarySysGmm\"'", "topics": [ "summarySysGmm-class" ] }, { "page": "sysModel-class", "title": "Class '\"sysModel\"'", "topics": [ "sysModel-class" ] }, { "page": "sysMomentModel", "title": "Constructor for '\"sysMomentModel\"' classes", "topics": [ "sysMomentModel" ] }, { "page": "sysMomentWeights-class", "title": "Class '\"sysMomentWeights\"'", "topics": [ "sysMomentWeights-class" ] }, { "page": "systemGmm", "title": "A guide to estimating systems of equations", "topics": [ "systemGmm" ] }, { "page": "ThreeSLS-methods", "title": "~~ Methods for Function 'ThreeSLS' in Package 'momentfit' ~~", "topics": [ "ThreeSLS", "ThreeSLS,rslinearModel-method", "ThreeSLS,slinearModel-method", "ThreeSLS-methods" ] }, { "page": "tsls-class", "title": "Class '\"tsls\"'", "topics": [ "tsls-class" ] }, { "page": "tsls-methods", "title": "~~ Methods for Function 'tsls' in Package 'momentfit' ~~", "topics": [ "tsls", "tsls,linearModel-method", "tsls,slinearModel-method", "tsls-methods" ] }, { "page": "update-methods", "title": "~~ Methods for Function 'update' in Package 'stats' ~~", "topics": [ "update,ANY-method", "update,gelfit-method", "update,gmmfit-method", "update,list-method", "update,momentModel-method", "update-methods" ] }, { "page": "vcov-methods", "title": "~~ Methods for Function 'vcov' in Package 'stats' ~~", "topics": [ "vcov,gelfit-method", "vcov,gmmfit-method", "vcov,momentModel-method", "vcov,sgmmfit-method", "vcov,sysModel-method", "vcov,tsls-method", "vcov-methods" ] }, { "page": "vcovHAC-methods", "title": "~~ Methods for Function 'vcovHAC' in Package 'sandwich' ~~", "topics": [ "vcovHAC,momentModel-method", "vcovHAC-methods" ] } ], "_readme": "https://github.com/pchausse/momentfit/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": 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