nealmon_gradient: Gradient function for normalized exponential Almon lag...

View source: R/lagspec.R

nealmon_gradientR Documentation

Gradient function for normalized exponential Almon lag weights

Description

Gradient function for normalized exponential Almon lag weights

Usage

nealmon_gradient(p, d, m)

Arguments

p

hyperparameters for Almon lag

d

number of coefficients

m

the frequency ratio, currently ignored

Value

the gradient matrix

Author(s)

Vaidotas Zemlys


mpiktas/midasr documentation built on Aug. 24, 2022, 2:32 p.m.