polystep: Step function specification for MIDAS weights

View source: R/lagspec.R

polystepR Documentation

Step function specification for MIDAS weights

Description

Step function specification for MIDAS weights

Usage

polystep(p, d, m, a)

Arguments

p

vector of parameters

d

number of coefficients

m

the frequency ratio, currently ignored

a

vector of increasing positive integers indicating the steps

Value

vector of coefficients

Author(s)

Vaidotas Zemlys


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