genexp_gradient: Gradient of generalized exponential MIDAS coefficient...
In midasr: Mixed Data Sampling Regression
Description
Usage
Arguments
Details
Value
Author(s)
References
Description
Calculates the gradient of generalized exponential MIDAS lag specification
Usage
1
genexp_gradient(p, d, m)
Arguments
p
a vector of parameters
d
number of coefficients
m
the frequency, currently ignored
Details
Generalized exponential MIDAS lag specification is a generalization of exponential
Almon lag. It is defined as a product of first order polynomial with exponent
of the second order polynomial. This spefication was used by V. Kvedaras and
V. Zemlys (2012).
Value
a vector of coefficients
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
References
Kvedaras V., Zemlys, V. Testing the functional constraints on parameters in regressions with variables of different frequency Economics Letters 116 (2012) 250-254
midasr documentation built on Feb. 23, 2021, 5:11 p.m.
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Description Usage Arguments Details Value Author(s) References
Description
Calculates the gradient of generalized exponential MIDAS lag specification
Usage
1 | genexp_gradient(p, d, m)
|
Arguments
p |
a vector of parameters |
d |
number of coefficients |
m |
the frequency, currently ignored |
Details
Generalized exponential MIDAS lag specification is a generalization of exponential Almon lag. It is defined as a product of first order polynomial with exponent of the second order polynomial. This spefication was used by V. Kvedaras and V. Zemlys (2012).
Value
a vector of coefficients
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
References
Kvedaras V., Zemlys, V. Testing the functional constraints on parameters in regressions with variables of different frequency Economics Letters 116 (2012) 250-254
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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