polystep_gradient: Gradient of step function specification for MIDAS weights
In mpiktas/midasr: Mixed Data Sampling Regression
polystep_gradient R Documentation
Gradient of step function specification for MIDAS weights
Description
Gradient of step function specification for MIDAS weights
Usage
polystep_gradient(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 June 15, 2025, 1:54 p.m.
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| polystep_gradient | R Documentation |
Gradient of step function specification for MIDAS weights
Description
Gradient of step function specification for MIDAS weights
Usage
polystep_gradient(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
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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