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authortota <tota@FreeBSD.org>2011-09-23 12:08:11 +0800
committertota <tota@FreeBSD.org>2011-09-23 12:08:11 +0800
commit3b69900abafa2d03075a87c051ded3cfdff800b1 (patch)
tree2c9bd077da7957f14d93f8004e887a23ce572d38 /finance
parent56b2d670a212bf472a6402d336fe2cca99a0436f (diff)
downloadfreebsd-ports-graphics-3b69900abafa2d03075a87c051ded3cfdff800b1.tar.gz
freebsd-ports-graphics-3b69900abafa2d03075a87c051ded3cfdff800b1.tar.zst
freebsd-ports-graphics-3b69900abafa2d03075a87c051ded3cfdff800b1.zip
- Add a new port: finance/R-cran-gmm
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/
Diffstat (limited to 'finance')
-rw-r--r--finance/Makefile1
-rw-r--r--finance/R-cran-gmm/Makefile24
-rw-r--r--finance/R-cran-gmm/distinfo2
-rw-r--r--finance/R-cran-gmm/pkg-descr9
4 files changed, 36 insertions, 0 deletions
diff --git a/finance/Makefile b/finance/Makefile
index 68c3448f6a8..7734a9ad001 100644
--- a/finance/Makefile
+++ b/finance/Makefile
@@ -4,6 +4,7 @@
COMMENT = Monetary, financial and related applications
SUBDIR += R-cran-RFinanceYJ
+ SUBDIR += R-cran-gmm
SUBDIR += aqbanking
SUBDIR += aqmoney
SUBDIR += beanie
diff --git a/finance/R-cran-gmm/Makefile b/finance/R-cran-gmm/Makefile
new file mode 100644
index 00000000000..d3f8501c6d2
--- /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 00000000000..2a33e7e34ba
--- /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 00000000000..5691e0c798d
--- /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/