Almon_lag: Constructs Almon lag polynomial
In kassandra-ru/kassandr: Functions to Forecast Russian Macro Data in Kassandra Project
Description
Usage
Arguments
Details
Value
Examples
Description
Constructs Almon lag polynomial
Usage
1
Arguments
polydegree
degree of polynomial
C
number of columns in Q matrix (???)
R
two numbers (???)
Details
Function constructs Almon lag polynomial as in the article by
Matteo Mogliani Bayesian MIDAS Penalized Regressions:
Estimation, Selection, and Prediction 2 Jan 2020
Enables to put endpoint restrictions on the value and on slope of the lag polynomial default R=c(1,1)
Meaning that restrictions jointly constrain the weighting structure to tail off slowly to zero
Value
Q matrix
Examples
1
kassandra-ru/kassandr documentation built on Jan. 1, 2022, 7:39 a.m.
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Description Usage Arguments Details Value Examples
Description
Constructs Almon lag polynomial
Usage
1 |
Arguments
polydegree |
degree of polynomial |
C |
number of columns in Q matrix (???) |
R |
two numbers (???) |
Details
Function constructs Almon lag polynomial as in the article by Matteo Mogliani Bayesian MIDAS Penalized Regressions: Estimation, Selection, and Prediction 2 Jan 2020 Enables to put endpoint restrictions on the value and on slope of the lag polynomial default R=c(1,1) Meaning that restrictions jointly constrain the weighting structure to tail off slowly to zero
Value
Q matrix
Examples
1 |
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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