[R-SIG-Finance] gmm error

T. twah at gmx.ch
Thu Feb 4 17:33:49 CET 2016


Hello all,

I am trying to estimate a gmm in order to estimate a capital market 
model. I use the gmm-package. I set up the moment functions, and an 
analytic gradient matrix function and I chose some initial values. I 
thoroughly tested the moment functions and the gradient matrix as inputs 
of the gmm function. There are no missing values or NaN in the input data.

Now I am getting the following error message, after runing the gmm-function:

"Error in colMeans(gt) : 'x' must be an array of at least two dimensions"

I have been looking for hours to fix the error, with no success. Do some 
of you know how this error arises?

Thanks,

Tom



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