tota 2011-09-23 04:08:11 UTC
FreeBSD ports repository
Modified files:
finance Makefile
Added files:
finance/R-cran-gmm Makefile distinfo pkg-descr
Log:
- Add a new port: finance/R-cran-gmm
It is a complete suite to estimate models based on moment conditions.
It includes the two step Generalized method of moments (GMM) of
Hansen(1982), the iterated GMM and continuous updated estimator
(CUE) of Hansen-Eaton-Yaron(1996) and several methods that belong
to the Generalized Empirical Likelihood (GEL) family of estimators,
as presented by Smith(1997), Kitamura(1997), Newey-Smith(2004) and
Anatolyev(2005).
WWW: http://cran.r-project.org/web/packages/gmm/
Revision Changes Path
1.87 +1 -0 ports/finance/Makefile
1.1 +24 -0 ports/finance/R-cran-gmm/Makefile (new)
1.1 +2 -0 ports/finance/R-cran-gmm/distinfo (new)
1.1 +9 -0 ports/finance/R-cran-gmm/pkg-descr (new)
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