polystep: Step function specification for MIDAS weights

Description Usage Arguments Value Author(s)

View source: R/lagspec.R

Description

Step function specification for MIDAS weights

Usage

1
polystep(p, d, m, a)

Arguments

p

vector of parameters

d

number of coefficients

m

the frequency ratio, currently ignored

a

vector of increasing positive integers indicating the steps

Value

vector of coefficients

Author(s)

Vaidotas Zemlys


midasr documentation built on May 29, 2017, 4:12 p.m.

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