StarVine
starvine.uvar.uvmodels.uv_base.GMMgeneric Class Reference

General method of moments base class. More...

Inheritance diagram for starvine.uvar.uvmodels.uv_base.GMMgeneric:

Public Member Functions

def __init__ (self, args, kwargs)
 General method of moments base class. More...
 
def momcond (self, params)
 Default moment condition generator implementation. More...
 

Public Attributes

 internalModel
 
 weights
 
 nMomentConditions
 

Detailed Description

General method of moments base class.

Constructor & Destructor Documentation

§ __init__()

def starvine.uvar.uvmodels.uv_base.GMMgeneric.__init__ (   self,
  args,
  kwargs 
)

General method of moments base class.

Parameters
endogResponse data
exogExplanatory data
instruments(optional) defaults to None
internalinternal univariate model - must have a moment() method.

Member Function Documentation

§ momcond()

def starvine.uvar.uvmodels.uv_base.GMMgeneric.momcond (   self,
  params 
)

Default moment condition generator implementation.

Parameters
paramsModel parameters

The documentation for this class was generated from the following file: