statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu

GMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None) [source]

estimate parameters using continuously updating GMM

Parameters: start (array_like) – starting values for minimization
Returns: paramest – estimated parameters
Return type: array

Notes

todo: add fixed parameter option, not here ???

uses scipy.optimize.fmin

© 2009–2012 Statsmodels Developers
© 2006–2008 Scipy Developers
© 2006 Jonathan E. Taylor
Licensed under the 3-clause BSD License.
http://www.statsmodels.org/stable/generated/statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu.html