set.seed(131313)
nnbeta <- function(p, k) nbeta(c(1, p), k)
do_n_lstr <- function(n) {
dgp <- midas_lstr_sim(n, m = 12, theta = nnbeta(c(2, 4), 24), intercept = 1, plstr = c(1.5, 1, 1, 1), ar.x = 0.9, ar.y = 0.5, n.start = 100)
z <- cbind(1, mls(dgp$y, 1:2, 1))
colnames(z) <- c("Intercept", "y1", "y2")
X <- mls(dgp$x, 0:23, 12)
lstr_mod_plain <- midas_lstr_plain(dgp$y, X, z, nnbeta,
start_lstr = c(1.5, 1, 1, 1), start_x = c(2, 4), start_z = c(1, 0.5, 0),
method = "Nelder-Mead", control = list(maxit = 5000)
)
lstr_mod_nlpr <- midas_nlpr(y ~ mlsd(x, 0:23, y, nnbeta) + mlsd(y, 1:2, y),
data = dgp,
start = list(
x = list(
lstr = c(1.5, 1, 1, 1),
r = c(2, 4)
),
y = c(0.5, 0),
`(Intercept)` = 1
)
)
list(dgp = dgp, plain = lstr_mod_plain, nlpr = lstr_mod_nlpr)
}
sim_lstr <- lapply(c(250, 500, 1000, 2000, 5000, 10000, 20000), do_n_lstr)
do_n_mmm <- function(n) {
dgp <- midas_mmm_sim(n, m = 12, theta = nnbeta(c(2, 4), 24), intercept = 1, pmmm = c(1.5, 1), ar.x = 0.9, ar.y = 0.5, n.start = 100)
z <- cbind(1, mls(dgp$y, 1:2, 1))
colnames(z) <- c("Intercept", "y1", "y2")
X <- mls(dgp$x, 0:23, 12)
mmm_plain <- midas_mmm_plain(dgp$y, X, z, nnbeta,
start_mmm = c(1.5, 1), start_x = c(2, 4), start_z = c(1, 0.5, 0),
method = "Nelder-Mead", control = list(maxit = 5000)
)
mmm_nlpr <- midas_nlpr(y ~ mlsd(x, 0:23, y, nnbeta) + mlsd(y, 1:2, y),
data = dgp,
start = list(
x = list(
mmm = c(1.5, 1),
r = c(2, 4)
),
y = c(0.5, 0),
`(Intercept)` = 1
),
method = "Nelder-Mead", control = list(maxit = 5000)
)
list(dgp = dgp, plain = mmm_plain, nlpr = mmm_nlpr)
}
sim_mmm <- lapply(c(250, 500, 1000, 2000, 5000, 10000, 20000), do_n_mmm)
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.