gmm (version 1.3-0)

getModel: Method for setting the properties of a model

Description

It collects what is needed by the method momentEstim (see details).

Usage

## S3 method for class 'baseGmm':
getModel(object, ...)

Arguments

object

An object of class baseGmm

...

Other arguments when getModel is applied to another class object

Value

• It returns an object of the right class which determines how the method momentEstim will treat it. For example, if g is a formula and type is set to "cue", it creates an object of class baseGmm.cue.formula. It this case, momentEstim, applied to this object, computes the continuously updated GMM of a linear model. It allows more flexibility this way. For example, it could be easy to add a GMM method which is robust in presence of weak identification simply by creating a new class of model and the associated momentEstime method.