R Observatory: Metrics for gmm version 1.9-1

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

gmm

1.9-1

Generalized Method of Moments and Generalized Empirical Likelihood

9packages depend

221.9Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Pierre ChausseFirst published 2008-10-1933 releasesCRAN page ↗

It is a complete suite to estimate models based on moment conditions. It includes the two step Generalized method of moments (Hansen 1982; doi:10.2307/1912775), the iterated GMM and continuous updated estimator (Hansen, Eaton and Yaron 1996; doi:10.2307/1392442) and several methods that belong to the Generalized Empirical Likelihood family of estimators (Smith 1997; doi:10.1111/j.0013-0133.1997.174.x, Kitamura 1997; doi:10.1214/aos/1069362388, Newey and Smith 2004; doi:10.1111/j.1468-0262.2004.00482.x, and Anatolyev 2005 doi:10.1111/j.1468-0262.2005.00601.x).

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("gmm", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-gmm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-gmm

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-gmm

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 4.0 min · r-devel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

5

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-27
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 2 earlier snapshots

ERROR2026-03-25
13 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-03-10
14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesYes · dynamicpkgdown siteNoNEWSYes · 67% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: 88%
Return-value docs: 93%
References docs: 63%

Downloads

221.9K

CRAN downloads in the past year

Rank #953 · ~608/day · ~18.5K/mo

Releases R versions

Daily download trend is not available in this view yet.

14.3K30 days

44.8K90 days

221.9K1 year

Compare downloads with other packages →

Also on1.3K r2u30 autocran8.9K conda_forge79 c2d4u

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (2)

R >= 2.10.0sandwich

Imports (4)

statsmethodsgrDevicesgraphics

LinkingTo (0)

none

Suggests (7)

knitr mvtnorm car stabledistMASStimeDate timeSeries

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

9direct

53indirect

tmvtnorm OneSampleMR PointFore estprod extremeIndex naivereg sfadv broom mev

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Pierre Chausse

Author, Maintainer

Authors (1)

Pierre Chausse

Author, Maintainer

Package Timeline

33 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
1.9-1Latest
2025-08-26 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.8
2023-06-06 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.7
2022-08-12 · diff ↗
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
1.6-6
2021-03-05 · diff ↗
1.6-5
2020-05-28 · diff ↗
R
R 4.0.0 released · 2020-04-24
1.6-4
2019-12-04 · diff ↗
R
R 3.6.0 released · 2019-04-26
R
R 3.5.0 released · 2018-04-23
1.6-2
2018-03-15 · diff ↗

Show 40 earlier events

1.6-1
2017-06-15 · diff ↗
R
R 3.4.0 released · 2017-04-21
R
R 3.3.0 released · 2016-05-03
R
R 3.2.0 released · 2015-04-16
1.5-2
2015-03-17 · diff ↗
1.5-1
2015-02-09 · diff ↗
R
R 3.1.0 released · 2014-04-10
1.5-0
2013-12-11 · diff ↗
R
R 3.0.0 released · 2013-04-03
1.4-5
2013-01-11 · diff ↗
1.4-4
2012-11-22 · diff ↗
1.4-3
2012-09-23 · diff ↗
1.4-2
2012-06-19 · diff ↗
1.4-1
2012-05-30 · diff ↗
1.4-0
2012-05-25 · diff ↗
R
R 2.15.0 released · 2012-03-30
R
R 2.14.0 released · 2011-10-31
1.3-8
2011-07-28 · diff ↗
R
R 2.13.0 released · 2011-04-13
1.3-6
2011-04-07 · diff ↗
1.3-5
2011-03-27 · diff ↗
R
R 2.12.0 released · 2010-10-15
1.3-3
2010-09-26 · diff ↗
1.3-2
2010-05-25 · diff ↗
R
R 2.11.0 released · 2010-04-22
1.3-0
2010-01-10 · diff ↗
R
R 2.10.0 released · 2009-10-26
1.1-1
2009-09-07 · diff ↗
1.1-0
2009-08-27 · diff ↗
1.0-7
2009-07-02 · diff ↗
1.0-6
2009-05-12 · diff ↗
R
R 2.9.0 released · 2009-04-17
1.0-4
2009-03-11 · diff ↗
1.0-3
2009-03-09 · diff ↗
1.0-2
2009-03-05 · diff ↗
1.0-1
2009-02-04 · diff ↗
1.0-0
2008-11-24 · diff ↗
R
R 2.8.0 released · 2008-10-20
0.1-0
2008-10-19
R
R 2.7.0 released · 2008-04-22

Package metadata

First published: 2008-10-19
Total releases: 33 / 18 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 2.10.0
Bundled data: 450 KB / 4 files
Download size: 919 KB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Econometrics Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("gmm")

Format

Chausse, P. (2025). gmm: Generalized Method of Moments and Generalized Empirical Likelihood (Version 1.9-1) [Computer software]. https://doi.org/10.32614/CRAN.package.gmm

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for gmm version 1.9-1 [Data set]. HJJB, LLC. Data release v2026-08-23. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-23, which the citation names so these numbers can be found later. More on citing and the projects behind them.

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