Add a useful package (from Source forge) for octave

[CreaPhase.git] / octave_packages / econometrics-1.0.8 / poisson_moments.m

diff --git a/octave_packages/econometrics-1.0.8/poisson_moments.m b/octave_packages/econometrics-1.0.8/poisson_moments.m
new file mode 100644 (file)
index 0000000..3372cf3
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+++ b/octave_packages/econometrics-1.0.8/poisson_moments.m
@@ -0,0 +1,26 @@
+# Copyright (C) 2005  Michael Creel <michael.creel@uab.es>
+# 
+# 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, see <http://www.gnu.org/licenses/>.
+ 
+# the form a user-written moment function should take
+
+function m = poisson_moments(theta, data, momentargs)
+       k = momentargs{1}; # use this so that data can hold dep, indeps, and instr
+       y = data(:,1);
+       x = data(:,2:k+1);
+       w = data(:, k+2:columns(data));
+       lambda = exp(x*theta);
+       e = y ./ lambda - 1;
+       m = diag(e) * w;
+endfunction