search for: basegmm

...t;na.pass") 7: model.frame(data = object$data, formula = NA ~ NA, drop.unused.levels = TRUE, na.action = "na.pass") # <-- formula is already NA ~ NA here 6: eval(mfh, parent.frame()) 5: eval(mfh, parent.frame()) 4: getDat(object$g, object$x, data = object$data) 3: getModel.baseGmm(all_args, ...) 2: getModel(all_args, ...) 1: gmm(z ~ zm, x = ~zm) It seems that in base R, as.character(z ~ zm) returns a three-element character vector, while with formula.tools loaded, it only returns a single string, 'z ~ zm'. This breaks formula manipulation in getDat(). An immediate...

...*sigma_s^4+15*sigma^6-30*prob*sigma_s^6)/(1-2*prob) g <- cbind(m1, m2, m3, m4, m5, m6) return(g) } Initial value for the parameters: tet0 [1] 12.1824940 -0.7408182 20.0855369 0.5000250 2.0137527 2.2255409 Calling the function: res <- gmm(g,x,tet0) Warning message: In FinRes.baseGmm.res(z, Model_info) : The covariance matrix of the coefficients is singular @@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@@ Cheers, Fernando

...me(data = object$data, formula = NA ~ NA, drop.unused.levels = > TRUE, > na.action = "na.pass") # <-- formula is already NA ~ NA here > 6: eval(mfh, parent.frame()) > 5: eval(mfh, parent.frame()) > 4: getDat(object$g, object$x, data = object$data) > 3: getModel.baseGmm(all_args, ...) > 2: getModel(all_args, ...) > 1: gmm(z ~ zm, x = ~zm) > > It seems that in base R, as.character(z ~ zm) returns a three-element > character vector, while with formula.tools loaded, it only returns a > single string, 'z ~ zm'. This breaks formula manipulatio...

Hi everyone, I am using the gmm function from the gmm package and encountered an unexpected error. No model can be estimated if I load formula.tools?I need to restart R each time. Here is a simple reproducible example: *library(gmm)data(Finance)r <- Finance[1:300, 1:10]rm <- Finance[1:300, "rm"]rf <- Finance[1:300, "rf"]z <- as.matrix(r-rf)zm