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:

params : array

parameter values at which objective is evaluated

Returns:

jval : float

value of objective function

doc_statsmodels
2017-01-18 16:09:58
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