nealmon_gradient: Gradient function for normalized exponential Almon lag...
In midasr: Mixed Data Sampling Regression
nealmon_gradient R Documentation
Gradient function for normalized exponential Almon lag weights
Description
Gradient function for normalized exponential Almon lag weights
Usage
nealmon_gradient(p, d, m)
Arguments
p
hyperparameters for Almon lag
d
number of coefficients
m
the frequency ratio, currently ignored
Value
the gradient matrix
Author(s)
Vaidotas Zemlys
midasr documentation built on April 12, 2025, 1:19 a.m.
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| nealmon_gradient | R Documentation |
Gradient function for normalized exponential Almon lag weights
Description
Gradient function for normalized exponential Almon lag weights
Usage
nealmon_gradient(p, d, m)
Arguments
p |
hyperparameters for Almon lag |
d |
number of coefficients |
m |
the frequency ratio, currently ignored |
Value
the gradient matrix
Author(s)
Vaidotas Zemlys
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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