nbetaMT: Normalized beta probability density function MIDAS weights...

Description Usage Arguments Value Author(s)

View source: R/lagspec.R

Description

Calculate MIDAS weights according to normalized beta probability density function specification. Compatible with the specification in MATLAB toolbox.

Usage

1
nbetaMT(p, d, m)

Arguments

p

parameters for normalized beta probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients

Author(s)

Virmantas Kvedaras, Vaidotas Zemlys


midasr documentation built on Feb. 23, 2021, 5:11 p.m.