X-Git-Url: https://git.creatis.insa-lyon.fr/pubgit/?p=CreaPhase.git;a=blobdiff_plain;f=octave_packages%2Feconometrics-1.0.8%2Fpoisson_moments.m;fp=octave_packages%2Feconometrics-1.0.8%2Fpoisson_moments.m;h=3372cf356f00da834bf58dd1493e59398a104ac5;hp=0000000000000000000000000000000000000000;hb=c880e8788dfc484bf23ce13fa2787f2c6bca4863;hpb=1705066eceaaea976f010f669ce8e972f3734b05

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
index 0000000..3372cf3
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+++ b/octave_packages/econometrics-1.0.8/poisson_moments.m
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+# 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