unrestricted_lag: Function to obtain unrestricted lags

View source: R/get_geom_lags.R

unrestricted_lagR Documentation

Function to obtain unrestricted lags

Description

This function generates Q lag weights without a parametric constraint. The weights are obtained via a multinomial logit transformation where the first lag is the reference category.

Usage

unrestricted_lag(par_lag, min_lag, max_lag)

Arguments

par_lag

the parameter vector of length Q - 1

min_lag

smallest lag to include; the support of the Poisson form starts only at min_lag. Defaults to 1.

max_lag

highest lag to include; higher lags are cut off and he remaining weights standardized. Defaults to 5.


jbracher/hhh4addon documentation built on Feb. 16, 2024, 1:45 a.m.