nbetaMT: Normalized beta probability density function MIDAS weights...
In mpiktas/midasr: Mixed Data Sampling Regression
nbetaMT R Documentation
Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible)
Description
Calculate MIDAS weights according to normalized beta probability density function specification.
Compatible with the specification in MATLAB toolbox.
Usage
nbetaMT(p, d, m)
Arguments
p
parameters for normalized beta probability density function
d
number of coefficients
m
the frequency ratio, currently ignored
Value
vector of coefficients
Author(s)
Virmantas Kvedaras, Vaidotas Zemlys
mpiktas/midasr documentation built on Aug. 24, 2022, 2:32 p.m.
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| nbetaMT | R Documentation |
Normalized beta probability density function MIDAS weights specification (MATLAB toolbox compatible)
Description
Calculate MIDAS weights according to normalized beta probability density function specification. Compatible with the specification in MATLAB toolbox.
Usage
nbetaMT(p, d, m)
Arguments
p |
parameters for normalized beta probability density function |
d |
number of coefficients |
m |
the frequency ratio, currently ignored |
Value
vector of coefficients
Author(s)
Virmantas Kvedaras, 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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