evalGelObj-methods {momentfit} | R Documentation |
evalGelObj
in Package Gmm ~~~~ Methods to compute the GEL objective function. ~~
## S4 method for signature 'momentModel,numeric,numeric' evalGelObj(object, theta, lambda, gelType, rhoFct=NULL, ...)
object |
An object of class |
theta |
The vector for coefficients. |
lambda |
Vector of Lagrange multiplier. |
gelType |
The type of GEL. It is either |
rhoFct |
An alternative objective function for GEL. This argument
is only used if we want to fit the model with a different GEL
method. see |
... |
Arguments to pass to other methods |
signature(object = "momentModel", theta = "numeric",
lambda = "numeric")
data(simData) theta <- c(beta0=1,beta1=2) model1 <- momentModel(y~x1, ~z1+z2, data=simData) evalGelObj(model1, theta, c(.2,.3,.4), gelType="EL")