ending.bak

一个统计模块的C++源程序！应该能用到的！

Gallant, "Nonlinear Statistical Models," Chapter 6, Figure 2, p. 449-450.
GMM                What estimation method?  Code SUR, TSLS, or GMM.
238                Number of observations, t = 1, ..., n.
1                  Number of equations, i.e. dimension of e.
3                  Number of instruments, i.e. dimension of Z.
2                  Number of parameters, i.e. dimension of theta.
20                 Upper limit on Gauss-Newton iterations.
1                  Number var iterates, ivar=0 means none.
homoskedastic      Code homoskedastic or heteroskedastic.
0                  Number of moving average terms MA for var estimate.
Parzen             Code none or Parzen, none when MA>0 is unwise.
1.000000e-05       Convergence tolerance, tol=1.0e-8 is reasonable.
1.000000e-13       Inversion tolerance, eps=1.0e-13 is reasonable
full               How much output?  Code none, minimal, or full.
2                  Computed rank of V.
uncorrected        Divisor of var, corrected or uncorrected.
                   Blank line.
                   Blank line.
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  -1.0335217392035390e+00          -1.03352174  theta(1)
   9.9825572364240200e-01           0.99825572  theta(2)
   4.0582168346665826e-01           0.40582168  var(1,1)
   4.0643410965960231e-01           0.40643411  var(2,1)
   3.9873658267692480e-01           0.39873658  var(3,1)
   4.0643410965960231e-01           0.40643411  var(1,2)
   4.0705487414860658e-01           0.40705487  var(2,2)
   3.9936326231932223e-01           0.39936326  var(3,2)
   3.9873658267692480e-01           0.39873658  var(1,3)
   3.9936326231932223e-01           0.39936326  var(2,3)
   3.9272327136336027e-01           0.39272327  var(3,3)
   3.5800932072477121e+00           3.58009321  V(1,1)
  -7.2126817691390913e-03          -0.00721268  V(2,1)
  -7.2126817691390913e-03          -0.00721268  V(1,2)
   2.0603180900457831e-05           0.00002060  V(2,2)
  -9.1931859179544446e-08          -0.00000009  D(1)
   1.8525999753608607e-10           0.00000000  D(2)
   1.0569217148505041e+00           1.05692171  obj