statsmodels.sandbox.regression.gmm.GMM.gmmobjective_cu¶

GMM.gmmobjective_cu(params, weights_method='cov', wargs=())[source]¶

objective function for continuously updating GMM minimization

Parameters:¶

params : ndarray¶

parameter values at which objective is evaluated

Returns:¶

jval – value of objective function

Return type:¶

float