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 – value of objective function
Return type: float

© 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.gmmobjective_cu.html