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midasr (version 0.9)

midas_mmm_plain: MMM (Mean-Min-Max) MIDAS regression

Description

Function for fitting MMM MIDAS regression without the formula interface

Usage

midas_mmm_plain(
  y,
  X,
  z = NULL,
  weight,
  start_mmm,
  start_x,
  start_z = NULL,
  method = c("Nelder-Mead"),
  ...
)

Value

an object similar to midas_r object

Arguments

y

model response

X

prepared matrix of high frequency variable lags for MMM term

z

additional low frequency variables

weight

the weight function

start_mmm

the starting values for MMM term

start_x

the starting values for weight function

start_z

the starting values for additional low frequency variables

method

a method passed to optimx

...

additional parameters to optimx

Author

Virmantas Kvedaras, Vaidotas Zemlys