Normalized Gompertz probability density function MIDAS weights specification Calculate MIDAS weights according to normalized Gompertz probability density function specification

Description

Normalized Gompertz probability density function MIDAS weights specification Calculate MIDAS weights according to normalized Gompertz probability density function specification

Usage

1
gompertzp(p, d, m)

Arguments

p

parameters for normalized Gompertz probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients

Author(s)

Julius Vainora


Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

All documentation is copyright its authors; we didn't write any of that.