lcauchyp_gradient: Gradient function for normalized log-Cauchy probability density function MIDAS weights specification
Description
Calculate gradient function for normalized log-Cauchy probability density function specification of MIDAS weights.
Usage
lcauchyp_gradient(p, d, m)
Value
vector of coefficients
Arguments
- p
parameters for normalized log-Cauchy probability density function
- d
number of coefficients
- m
the frequency ratio, currently ignored