GMM.gmmobjective_cu()

statsmodels.sandbox.regression.gmm.GMM.gmmobjective_cu

GMM.gmmobjective_cu(params, weights_method='cov', wargs=()) [source]

objective function for continuously updating GMM minimization

Parameters:

Parameters:	params : array parameter values at which objective is evaluated
Returns:	jval : float value of objective function

params : array

parameter values at which objective is evaluated

Returns:

jval : float

value of objective function

© 2009–2012 Statsmodels Developers
© 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.gmmobjective_cu.html