deriv_tests: Check whether non-linear least squares restricted MIDAS...
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Value
Author(s)
See Also
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
1
2
3
4
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 Feb. 23, 2021, 5:11 p.m.
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Description Usage Arguments Value Author(s) See Also
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
1 2 3 4 | deriv_tests(x, tol = 1e-06)
## S3 method for class 'midas_r'
deriv_tests(x, tol = 1e-06)
|
Arguments
x |
|
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
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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