momentfit

1.0

Methods of Moments

1packages depend

6.1Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Pierre ChausseFirst published 2020-01-316 releasesCRAN page ↗

Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; doi:10.2307/1912775), for single equations and systems of equation, and the Generalized Empirical Likelihood (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). Some work is being done to add tools to deal with weak and/or many instruments. This includes K-Class estimators (Limited Information Maximum Likelihood and Fuller), Anderson and Rubin statistic test, etc.

Install

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

install.packages("momentfit", 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-momentfit

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-momentfit

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-momentfit

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

Health

CRAN checks

13OK

Slowest check: 5.5 min · r-devel-linux-x86_64-fedora-clang

Code health

None

Tests · ratio 0.00

not tracked

Coverage

100%

Documentation · exports

Dependencies · direct

Check history

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: 33%
References docs: 18%

Downloads

6.1K

CRAN downloads in the past year

Rank #8,396 · ~17/day · ~512/mo

Releases R versions

Daily download trend is not available in this view yet.

37030 days

1.3K90 days

6.1K1 year

Compare downloads with other packages →

Also on680 r2u30 autocran

Dependencies

Declared dependencies

7 external dependencies (excludes base and recommended)

Depends (2)

R >= 3.5sandwich

Imports (3)

statsmethodsparallel

LinkingTo (0)

none

Suggests (6)

lmtest knitr texreg rmarkdown ivmodel nloptr

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

1direct

0indirect

multipleOutcomes

Code & Tests

Datasets

People & History

People (1)

Maintainer (1)

Pierre Chausse

Author, Maintainer

Authors (1)

Pierre Chausse

Author, Maintainer

Package Timeline

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

R
R 4.6.0 released · 2026-04-24
1.0Latest
2025-08-26 · current release · diff ↗
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
0.5
2023-06-05 · diff ↗
R
R 4.3.0 released · 2023-04-21
0.3
2022-08-12 · diff ↗
unarchivedReturned to CRAN
2022-08-12
archivedRemoved from CRAN
2022-08-12
issues were not corrected in time
R
R 4.2.0 released · 2022-04-22
R
R 4.1.0 released · 2021-05-18
0.2
2020-11-07 · diff ↗
0.1-1
2020-05-28 · diff ↗
R
R 4.0.0 released · 2020-04-24
0.1-0
2020-01-31
R
R 3.6.0 released · 2019-04-26

Package metadata

First published: 2020-01-31
Total releases: 6 / 6 yrs
License: GPL (>= 2) OSI
Minimum R: ≥ 3.5
Bundled data: 285 KB / 9 files
Download size: 1.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

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