Hello -- The question I have is about the gmm() function from the 'gmm' package (v. 1.4-5).
The manual accompanying the package says that the gmm() function is programmed to use either of four numerical solvers -- optim, optimize, constrOptim, or nlminb -- for the minimization of the GMM objective function. I wonder whether there is a way to pass controls to a solver used while calling the gmm() function? In particular, the problem that I have been having is that the gmm() fails to converge withing the default number of iteration for the 'optim' solver that it uses. Ideally, I would wish to figure out a way to be able to choose controls, including the number of iterations, for the solver that I tell gmm() to use. Currently, the way I call the function is as follows: model.name <- gmm(g=g.fn, x=data, gradv=g.gr, t0=c(start), type=c("twostep"), optfct=c("optim") ) I also would want the gmm() function to know that I want it to pass the following control -- maxit=1500 -- to the optim solver. Unfortunately, the 'gmm' manual does not tell whether this is doable. Thanks for your help. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.