JLospinoso/sie — Issue #23: Implement a generalized method of moments estimator
Author: JLospinoso
Created: 2011-11-24 14:29:09+00:00
State: open

Add two phases to the regular MoM workflow, where in Phase Four you fit the GMM using the gradient from the MahalanobisDistanceDeriviativesEstimator, and in Phase Five you check convergence.