'estimate parameters using continuously updating GMM
Parameters
start : array_like
starting values for minimization
Returns
paramest : array
estimated parameters
Notes
todo: add fixed parameter option, not here ???
uses scipy.optimize.fmin'

def fitgmm_cu(self, start, optim_method='bfgs', optim_args=None):

    if (optim_args is None):
        optim_args = {}
    if (optim_method == 'nm'):
        optimizer = optimize.fmin
    elif (optim_method == 'bfgs'):
        optimizer = optimize.fmin_bfgs
        optim_args['fprime'] = self.score_cu
    elif (optim_method == 'ncg'):
        optimizer = optimize.fmin_ncg
    else:
        raise ValueError('optimizer    method    not    available')
    return optimizer(self.gmmobjective_cu, start, args=(), **optim_args)
