--- a/gmm_estimate.m +++ b/gmm_estimate.m @@ -1,5 +1,4 @@ # Copyright (C) 2003,2004 Michael Creel michael.creel@uab.es -# under the terms of the GNU General Public License. # # This program is free software; you can redistribute it and/or modify # it under the terms of the GNU General Public License as published by @@ -14,45 +13,13 @@ # You should have received a copy of the GNU General Public License # along with this program; if not, write to the Free Software # Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA - -# Copyright (C) 2003 Michael Creel michael.creel@uab.es -# under the terms of the GNU General Public License. -# The GPL license is in the file COPYING -# -# This program is free software; you can redistribute it and/or modify -# it under the terms of the GNU General Public License as published by -# the Free Software Foundation; either version 2 of the License, or -# (at your option) any later version. -# -# This program is distributed in the hope that it will be useful, -# but WITHOUT ANY WARRANTY; without even the implied warranty of -# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the -# GNU General Public License for more details. -# -# You should have received a copy of the GNU General Public License -# along with this program; if not, write to the Free Software -# Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA - -# Copyright (C) 2003 Michael Creel michael.creel@uab.es -# under the terms of the GNU General Public License. -# The GPL license is in the file COPYING -# -# This program is free software; you can redistribute it and/or modify -# it under the terms of the GNU General Public License as published by -# the Free Software Foundation; either version 2 of the License, or -# (at your option) any later version. -# -# This program is distributed in the hope that it will be useful, -# but WITHOUT ANY WARRANTY; without even the implied warranty of -# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the -# GNU General Public License for more details. # performs the minimization -function [theta, obj_value, convergence] = gmm_estimate(theta, data, weight, moments, momentargs, control) +function [theta, obj_value, convergence, iters] = gmm_estimate(theta, data, weight, moments, momentargs, control) gmmargs = {theta, data, weight, moments, momentargs}; if nargin < 6 - [theta, obj_value, convergence] = bfgsmin("gmm_obj", gmmargs); + [theta, obj_value, convergence, iters] = bfgsmin("gmm_obj", gmmargs); else - [theta, obj_value, convergence] = bfgsmin("gmm_obj", gmmargs, control); + [theta, obj_value, convergence, iters] = bfgsmin("gmm_obj", gmmargs, control); endif endfunction