Data

Tools

Indexes

Applications

Experiments

Open Source Science

https://github.com/junyuan-chen/methodofmoments.jl

Generalized method of moments (GMM) estimation in Julia

https://github.com/junyuan-chen/methodofmoments.jl

Science Score: 26.0%

This score indicates how likely this project is to be science-related based on various indicators:

  • ○
    CITATION.cff file
  • ✓
    codemeta.json file
    Found codemeta.json file
  • ✓
    .zenodo.json file
    Found .zenodo.json file
  • ○
    DOI references
  • ○
    Academic publication links
  • ○
    Committers with academic emails
  • ○
    Institutional organization owner
  • ○
    JOSS paper metadata
  • ○
    Scientific vocabulary similarity
    Low similarity (9.2%) to scientific vocabulary

Keywords

econometrics economics julia statistics
Last synced: 11 months ago · JSON representation

Repository

Generalized method of moments (GMM) estimation in Julia

Basic Info
  • Host: GitHub
  • Owner: junyuan-chen
  • License: mit
  • Language: Julia
  • Default Branch: main
  • Homepage:
  • Size: 996 KB
Statistics
  • Stars: 2
  • Watchers: 1
  • Forks: 1
  • Open Issues: 2
  • Releases: 2
Topics
econometrics economics julia statistics
Created almost 2 years ago · Last pushed over 1 year ago
Metadata Files
Readme License

README.md

MethodOfMoments.jl

Generalized method of moments (GMM) estimation in Julia

CI-stable codecov PkgEval docs-stable docs-dev

MethodOfMoments.jl is a Julia package for generalized method of moments (GMM) estimation. It is designed with performance in mind for estimation involving large datasets.

Features

  • Fast multi-threaded nonlinear iterated GMM estimation
  • Specialized methods for linear GMM
  • Support for Bayesian quasi-likelihood approach

Installation

MethodOfMoments.jl can be installed with the Julia package manager Pkg. From the Julia REPL, type ] to enter the Pkg REPL and run:

pkg> add MethodOfMoments

For details on usage, please see the documentation.

Owner

  • Name: Norman
  • Login: junyuan-chen
  • Kind: user
  • Location: La Jolla, CA

PhD candidate in economics at University of California San Diego

GitHub Events

Total
  • Create event: 3
  • Commit comment event: 4
  • Issues event: 2
  • Release event: 1
  • Watch event: 2
  • Push event: 23
  • Pull request event: 2
  • Fork event: 1
Last Year
  • Create event: 3
  • Commit comment event: 4
  • Issues event: 2
  • Release event: 1
  • Watch event: 2
  • Push event: 23
  • Pull request event: 2
  • Fork event: 1

Committers

Last synced: about 1 year ago

All Time
  • Total Commits: 12
  • Total Committers: 1
  • Avg Commits per committer: 12.0
  • Development Distribution Score (DDS): 0.0
Past Year
  • Commits: 12
  • Committers: 1
  • Avg Commits per committer: 12.0
  • Development Distribution Score (DDS): 0.0
Top Committers
Name Email Commits
Junyuan Chen n****t@g****m 12

Issues and Pull Requests

Last synced: 11 months ago

All Time
  • Total issues: 1
  • Total pull requests: 4
  • Average time to close issues: less than a minute
  • Average time to close pull requests: N/A
  • Total issue authors: 1
  • Total pull request authors: 2
  • Average comments per issue: 1.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 2
Past Year
  • Issues: 1
  • Pull requests: 4
  • Average time to close issues: less than a minute
  • Average time to close pull requests: N/A
  • Issue authors: 1
  • Pull request authors: 2
  • Average comments per issue: 1.0
  • Average comments per pull request: 0.0
  • Merged pull requests: 0
  • Bot issues: 0
  • Bot pull requests: 2
View more stats
Top Authors
Issue Authors
  • JuliaTagBot (1)
Pull Request Authors
  • github-actions[bot] (2)
  • junyuan-chen (2)
Top Labels
Issue Labels
Pull Request Labels
enhancement (2)

Packages

  • Total packages: 1
  • Total downloads:
    • julia 1 total
  • Total dependent packages: 0
  • Total dependent repositories: 0
  • Total versions: 2
juliahub.com: MethodOfMoments

Generalized method of moments (GMM) estimation in Julia

  • Versions: 2
  • Dependent Packages: 0
  • Dependent Repositories: 0
  • Downloads: 1 Total
Rankings
Dependent repos count: 3.2%
Downloads: 3.8%
Dependent packages count: 16.3%
Average: 17.1%
Forks count: 24.6%
Stargazers count: 37.6%
Last synced: 11 months ago

Dependencies

.github/workflows/CI-latest.yml actions
  • actions/cache v4 composite
  • actions/checkout v4 composite
  • julia-actions/julia-buildpkg v1 composite
  • julia-actions/julia-runtest v1 composite
  • julia-actions/setup-julia v2 composite
.github/workflows/CI-stable.yml actions
  • actions/cache v4 composite
  • actions/checkout v4 composite
  • codecov/codecov-action v4 composite
  • julia-actions/julia-buildpkg v1 composite
  • julia-actions/julia-processcoverage v1 composite
  • julia-actions/julia-runtest v1 composite
  • julia-actions/setup-julia v2 composite