R Development Page
Contributed R Packages
Below is a list of all packages provided by project Generalized method of moments.
Important note for package
binaries: R-Forge provides these binaries only for
the most recent version of R, but not for older
versions. In order to successfully install the
packages provided on R-Forge, you have to switch
to the most recent version of R or, alternatively,
install from the package sources (.tar.gz).
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SEIR | Susceptible, Exposed, Infectious, Removed Model
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This is a simple model for the spread of a virus. It is the solution to a system of differential equations with plot methods to visualize the solution. |
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Version: 0.1-0 |
Last change: 2020-04-14 05:41:34+02 |
Rev.: 168 |
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Download:
 (.tar.gz) |
 (.zip) |
Build status: Current |
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R install command:
install.packages("SEIR", repos="http://R-Forge.R-project.org") |
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causalGel | Causal Inference using Generalized Empirical
Likelihood Methods
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Methods for causal inference in which covariates are balanced using generalized empirical likelihod methods. |
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Version: 0.2 |
Last change: 2022-07-15 17:39:07+02 |
Rev.: 200 |
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Download:
(.tar.gz) |
(.zip) |
Build status: Current |
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R install command:
install.packages("causalGel", repos="http://R-Forge.R-project.org") |
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gmm | Generalized Method of Moments and Generalized Empirical
Likelihood
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It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; ), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; ) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ). |
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Version: 1.8 |
Last change: 2023-06-06 16:44:35+02 |
Rev.: 212 |
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Download:
(.tar.gz) |
(.zip) |
Build status: Current | Stable Release: Get gmm 1.8 from CRAN |
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R install command:
install.packages("gmm", repos="http://R-Forge.R-project.org") |
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gmmExtra | Methods for Generalize Method of Moments Estimation
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Tools for Generalize Method of Moments estimation methods MM such as additional tests or robust confidence regions. They only apply to gmm class object for the gmm package. |
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Version: 0.0-3 |
Last change: 2019-10-18 19:38:00+02 |
Rev.: 145 |
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Download:
(.tar.gz) |
(.zip) |
Build status: Current |
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R install command:
install.packages("gmmExtra", repos="http://R-Forge.R-project.org") |
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momentfit | Methods of Moments
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Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; ), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).Some work is being done to add tools to deal with weak and/or many instruments. This include K-Class estimators (LIML and Fuller), Anderson and Rubin statistics test, etc. |
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Version: 0.6 |
Last change: 2024-04-09 20:04:43+02 |
Rev.: 235 |
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Download:
(.tar.gz) |
(.zip) |
Build status: Current | Stable Release: Get momentfit 0.5 from CRAN |
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R install command:
install.packages("momentfit", repos="http://R-Forge.R-project.org") |
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Build status codes
0 - Current: the package is available for download. The corresponding package passed checks on the Linux and Windows platform without ERRORs.
1 - Scheduled for build: the package has been recognized by the build system and provided in the staging area.
2 - Building: the package has been sent to the build machines. It will be built and checked using the latest patched version of R. Note that it is included in a batch of several packages. Thus, this process will take some time to finish.
3 - Failed to build: the package failed to build or did not pass the checks on the Linux and/or Windows platform. It is not made available since it does not meet the policies.
4 - Conflicts: two or more packages of the same name exist. None of them will be built. Maintainers are asked to negotiate further actions.
5 - Offline: the package is not available. The build system may be offline or the package maintainer did not trigger a rebuild (done e.g., via committing to the package repository).
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