BSD Portsfinance/R-cran-gmm 1.8 DragonFly
Generalized Method of Moments and Generalized Empirical Likelihood
- System
- DragonFly
- Repository
- DPorts
- Maintainer
- [email protected] (as in FreeBSD)
- License
- GPLv2+
- Categories
- finance
- Package size
- 1389.6 KiB, 1493.5 KiB installed
Description
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).
In the other systems
The newest version among them is 1.9.1, as upstream numbers it.
| System | Port | Version | Vulnerabilities | Status | Maintainer | Last update |
|---|---|---|---|---|---|---|
| DragonFly | finance/R-cran-gmm | 1.8 | none known | - | [email protected] | - |
| FreeBSD | finance/R-cran-gmm | 1.9.1 newest | none known | - | [email protected] | 2026-09-18 |
| HardenedBSD | finance/R-cran-gmm | 1.9.1 newest | no data | - | [email protected] | - |
| GhostBSD | finance/R-cran-gmm | 1.9.1 newest | no data | - | [email protected] | - |
Install
Binary package:
pkg install R-cran-gmmFrom DPorts:
cd /usr/dports/finance/R-cran-gmm && make install cleanDependency graph
Ports that need it on the left, what it needs to run on the right; at most 8 of each. "Dependencies" below lists them all.
Dependencies
Run dependencies 3
No port depends on this one.