midas_lstr_plain: LSTR (Logistic Smooth TRansition) MIDAS regression

In midasr: Mixed Data Sampling Regression

LSTR (Logistic Smooth TRansition) MIDAS regression

Description

Function for fitting LSTR MIDAS regression without the formula interface

Usage

midas_lstr_plain(
  y,
  X,
  z = NULL,
  weight,
  start_lstr,
  start_x,
  start_z = NULL,
  method = c("Nelder-Mead"),
  ...
)

Arguments

y	model response
X	prepared matrix of high frequency variable lags for LSTR term
z	additional low frequency variables
weight	the weight function
start_lstr	the starting values for lstr term
start_x	the starting values for weight function
start_z	the starting values for additional low frequency variables
method	a method passed to optimx
...	additional parameters to optimx

Value

an object similar to midas_r object

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys

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