nealmon_gradient

Gradient function for normalized exponential Almon lag weights

Methods and tools for mixed frequency time series data analysis.
Allows estimation, model selection and forecasting for MIDAS regressions.

Vaidotas Zemlys

midasr

Mixed Data Sampling Regression

Vaidotas Zemlys-Balevičius

Virmantas Kvedaras

nealmon_gradient function

<dl><dt>p</dt>
<dd>hyperparameters for Almon lag</dd>
<dt>d</dt>
<dd>number of coefficients</dd>
<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd></dl>

Arguments

Author

Gradient function for normalized exponential Almon lag weights — nealmon_gradient

<dl>

<dt>p</dt>
<dd>hyperparameters for Almon lag</dd>


<dt>d</dt>
<dd>number of coefficients</dd>


<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd>

</dl>

nealmon_gradient: Gradient function for normalized exponential Almon lag weights

Description

Usage

Value

Arguments

Author