lstr: Compute LSTR term for high frequency variable
In mpiktas/midasr: Mixed Data Sampling Regression
lstr R Documentation
Compute LSTR term for high frequency variable
Description
Compute LSTR term for high frequency variable
Usage
lstr(X, theta, beta, sd_x = sd(c(X), na.rm = TRUE))
Arguments
X
matrix, high frequency variable embedded in low frequency, output of mls
theta
vector, restriction coefficients for high frequency variable
beta
vector of length 4, parameters for LSTR term, slope and 3 LSTR parameters
sd_x
vector of length 1, defaults to standard deviation of X.
Value
a vector
mpiktas/midasr documentation built on Aug. 24, 2022, 2:32 p.m.
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| lstr | R Documentation |
Compute LSTR term for high frequency variable
Description
Compute LSTR term for high frequency variable
Usage
lstr(X, theta, beta, sd_x = sd(c(X), na.rm = TRUE))
Arguments
X |
matrix, high frequency variable embedded in low frequency, output of mls |
theta |
vector, restriction coefficients for high frequency variable |
beta |
vector of length 4, parameters for LSTR term, slope and 3 LSTR parameters |
sd_x |
vector of length 1, defaults to standard deviation of X. |
Value
a vector
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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