Displaying 2 results from an estimated 2 matches for "tet0".
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net0
2010 Jun 08
0
GMM: "The covariance matrix of the coefficients is singular"
...^2*sigma_s^2*prob+3*sigma^4-6*prob*sigma_s^4)/(1-2*prob)
m5 <- nt1^5
m6 <- nt1^6 -
(-2*prob*mu_s^6-30*prob*mu_s^4*sigma_s^2-90*prob*mu_s^2*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
2012 Mar 25
2
avoiding for loops
I have data that looks like this:
> df1
group id
1 red A
2 red B
3 red C
4 blue D
5 blue E
6 blue F
I want a list of the groups containing vectors with the ids. I am
avoiding subset(), as it is
only recommended for interactive use. Here's what I have so far:
df1 <- data.frame(group=c("red", "red", "red", "blue",