Gradient function for normalized Gompertz probability density function MIDAS weights specification Calculate gradient function for normalized Gompertz probability density function specification of MIDAS weights.

Description

Gradient function for normalized Gompertz probability density function MIDAS weights specification Calculate gradient function for normalized Gompertz probability density function specification of MIDAS weights.

Usage

1

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

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