statsmodels.sandbox.regression.gmm.GMM.fitgmm_cu¶
- GMM.fitgmm_cu(start, optim_method='bfgs', optim_args=None)[source]¶
estimate parameters using continuously updating GMM
- Parameters:
- startarray_like
starting values for minimization
- Returns:
- paramest
ndarray
estimated parameters
- paramest
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin