deriv_tests: Check whether non-linear least squares restricted MIDAS...

In midasr: Mixed Data Sampling Regression

Check whether non-linear least squares restricted MIDAS regression problem has converged

Description

Computes the gradient and hessian of the optimisation function of restricted MIDAS regression and checks whether the conditions of local optimum are met. Numerical estimates are used.

Usage

deriv_tests(x, tol = 1e-06)

## S3 method for class 'midas_r'
deriv_tests(x, tol = 1e-06)

Arguments

x	midas_r object
tol	a tolerance, values below the tolerance are considered zero

Value

a list with gradient, hessian of optimisation function and convergence message

Author(s)

Vaidotas Zemlys

See Also

midas_r

midasr documentation built on April 12, 2025, 1:19 a.m.