GMM.gradient_momcond()
statsmodels.sandbox.regression.gmm.GMM.gradient_momcond
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GMM.gradient_momcond(params, epsilon=0.0001, centered=True)
[source] -
gradient of moment conditions
Parameters: params : ndarray
parameter at which the moment conditions are evaluated
epsilon : float
stepsize for finite difference calculation
centered : bool
This refers to the finite difference calculation. If
centered
is true, then the centered finite difference calculation is used. Otherwise the one-sided forward differences are used.TODO: looks like not used yet
missing argument
weights
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© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.regression.gmm.GMM.gradient_momcond.html