diff options
Diffstat (limited to 'finance/R-cran-gmm')
| -rw-r--r-- | finance/R-cran-gmm/Makefile | 24 | ||||
| -rw-r--r-- | finance/R-cran-gmm/distinfo | 2 | ||||
| -rw-r--r-- | finance/R-cran-gmm/pkg-descr | 9 |
3 files changed, 35 insertions, 0 deletions
diff --git a/finance/R-cran-gmm/Makefile b/finance/R-cran-gmm/Makefile new file mode 100644 index 000000000000..d3f8501c6d28 --- /dev/null +++ b/finance/R-cran-gmm/Makefile @@ -0,0 +1,24 @@ +# New ports collection makefile for: R-cran-gmm +# Date created: 2011-09-11 +# Whom: TAKATSU Tomonari <tota@FreeBSD.org> +# +# $FreeBSD$ +# + +PORTNAME= gmm +DISTVERSION= 1.3-8 +CATEGORIES= finance +PKGNAMEPREFIX= R-cran- +DISTNAME= ${PORTNAME}_${DISTVERSION} + +MAINTAINER= tota@FreeBSD.org +COMMENT= Generalized Method of Moments and Generalized Empirical Likelihood + +LICENSE= GPLv2 + +RUN_DEPENDS= R-cran-sandwich>0:${PORTSDIR}/math/R-cran-sandwich + +USE_R_MOD= yes +R_MOD_AUTOPLIST= yes + +.include <bsd.port.mk> diff --git a/finance/R-cran-gmm/distinfo b/finance/R-cran-gmm/distinfo new file mode 100644 index 000000000000..2a33e7e34ba7 --- /dev/null +++ b/finance/R-cran-gmm/distinfo @@ -0,0 +1,2 @@ +SHA256 (gmm_1.3-8.tar.gz) = ca71b371f7a03ba8778312cee825222ae8916281366118fb5d3c4d916895c049 +SIZE (gmm_1.3-8.tar.gz) = 890539 diff --git a/finance/R-cran-gmm/pkg-descr b/finance/R-cran-gmm/pkg-descr new file mode 100644 index 000000000000..5691e0c798d2 --- /dev/null +++ b/finance/R-cran-gmm/pkg-descr @@ -0,0 +1,9 @@ +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/ |