Displaying 1 result from an estimated 1 matches for "malikov".
2013 Feb 20
2
'gmm' package: How to pass controls to a numerical solver used in the gmm() function?
Hello --
The question I have is about the gmm() function from the 'gmm' package
(v. 1.4-5).
The manual accompanying the package says that the gmm() function is
programmed to use either of four numerical solvers -- optim, optimize,
constrOptim, or nlminb -- for the minimization of the GMM objective
function.
I wonder whether there is a way to pass controls to a solver used
while calling