title: R gmm package use for prediction
body: <p>I wish to try the R gmm algorithm to predict.</p>
  
  <p>Question #1: is it possible to use gmm to predict? (the word "predict" does not appear in the <a href="http://cran.r-project.org/web/packages/gmm/gmm.pdf" rel="nofollow">manual</a>)</p>
  
  <p>Question #2: if it is possible to do prediction with gmm, how does one do it?</p>
  
  <p>I am looking for the simplest example; for example using svm would be done with:</p>
  
  <pre><code>model &lt;- svm(train, trainLabels)
  testpred &lt;- predict(model, test)
  </code></pre>
  
  <p>Question #3:
  I cannot even reproduce the examples mentioned in the <a href="http://cran.r-project.org/web/packages/gmm/gmm.pdf" rel="nofollow">manual</a>.
  Page 24 shows the code:</p>
  
  <pre><code>## CAPM test with GMM
  data(Finance)
  r &lt;- Finance[1:300, 1:10]
  rm &lt;- Finance[1:300, "rm"]
  rf &lt;- Finance[1:300, "rf"]
  z &lt;- as.matrix(r-rf)
  t &lt;- nrow(z)
  zm &lt;- rm-rf
  h &lt;- matrix(zm, t, 1)
  res &lt;- gmm(z ~ zm, x = h)
  summary(res)
  </code></pre>
  
  <p>but even after installing the package <code>gmm</code>, R does not know the data <code>Finance</code>.</p>
  
  <pre><code>&gt; data(Finance)
  Warning message:
  In data(Finance) : data set ‘Finance’ not found
  </code></pre>
  
  <p>What am I missing?</p>