BSD Ports

finance/R-cran-gmm 1.9.1 FreeBSD

Generalized Method of Moments and Generalized Empirical Likelihood

System
FreeBSD
Repository
FreeBSD ports
Maintainer
[email protected]
Last update
Commit
ce2322be51
License
GPLv2+
Categories
finance
Package size
1279.1 KiB, 1375.2 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

SystemPortVersion
FreeBSDfinance/R-cran-gmm1.9.1
DragonFlyfinance/R-cran-gmm1.8
HardenedBSDfinance/R-cran-gmm1.9.1
GhostBSDfinance/R-cran-gmm1.9.1

Install

Binary package:

pkg install R-cran-gmm

From the ports tree:

cd /usr/ports/finance/R-cran-gmm/ && make install clean

To depend on this port in another port's Makefile:

RUN_DEPENDS=	R-cran-gmm>0:finance/R-cran-gmm

Packages

The version each package repository carries. “-” means the repository builds no package of it, “n/a” that there is no such repository.

Repositoryaarch64amd64armv6armv7i386
FreeBSD:14:latest1.9.11.9.1-1.81.9.1
FreeBSD:14:quarterly1.9.11.9.1n/a1.81.9.1
FreeBSD:15:latest1.9.11.9.1n/a1.81.8
FreeBSD:15:quarterly1.9.11.9.1n/an/an/a
FreeBSD:16:latest1.9.11.9.1n/an/an/a
FreeBSD:16:quarterlyn/an/an/an/an/a

Dependencies

As this port's Makefile names them.

Runtime 1

The full lists below include those, and their dependencies in turn.

Build dependencies 86
Run dependencies 88

No port depends on this one.

Configuration

No options to configure.

USES
cran:auto-plist,compiles
Service scripts
none

Files

distinfo 1
FileSizeSHA256
gmm_1.9-1.tar.gz9412249290674d09403f401718dd9c2131a425dba5727b9dcd6698d2f68a9f5ab83c1f

Commit history 1

DateCommitCreditsLog message
ce2322be51 Devin Teske Update R-cran-* WWW to modern URL
Old R-cran-* ports have https://cran.r-project.org/web/packages/${PORTNAME} New R-cran-* ports have https://cran.r-project.org/package=${PORTNAME} Replace all the old WWW URLs with new WWW URLs Reviewed by: fuz Differential Revision: https://reviews.freebsd.org/D59714