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| author | TAKATSU Tomonari <tota@FreeBSD.org> | 2011-09-23 04:08:11 +0000 |
|---|---|---|
| committer | TAKATSU Tomonari <tota@FreeBSD.org> | 2011-09-23 04:08:11 +0000 |
| commit | 68c3a2e617414470cfcf22187fbcece29d063c4b (patch) | |
| tree | 2176ebb98379706ad95319e48218821d93a5c7fd /finance/Makefile | |
| parent | - Add a new port: math/R-cran-sandwich (diff) | |
- Add a new port: finance/R-cran-gmm
It is a complete suite to estimate models based on moment conditions.
It includes the two step Generalized method of moments (GMM) of
Hansen(1982), the iterated GMM and continuous updated estimator
(CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong
to the Generalized Empirical Likelihood (GEL) family of estimators,
as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and
Anatolyev(2005).
WWW: http://cran.r-project.org/web/packages/gmm/
Notes
Notes:
svn path=/head/; revision=282215
Diffstat (limited to 'finance/Makefile')
| -rw-r--r-- | finance/Makefile | 1 |
1 files changed, 1 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile index 68c3448f6a87..7734a9ad0012 100644 --- a/finance/Makefile +++ b/finance/Makefile @@ -4,6 +4,7 @@ COMMENT = Monetary, financial and related applications SUBDIR += R-cran-RFinanceYJ + SUBDIR += R-cran-gmm SUBDIR += aqbanking SUBDIR += aqmoney SUBDIR += beanie |