polystep_gradient

Gradient of step function specification for MIDAS 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

polystep_gradient function

<dl><dt>p</dt>
<dd>vector of parameters</dd>
<dt>d</dt>
<dd>number of coefficients</dd>
<dt>m</dt>
<dd>the frequency ratio, currently ignored</dd>
<dt>a</dt>
<dd>vector of increasing positive integers indicating the steps</dd></dl>

Arguments

Author

Gradient of step function specification for MIDAS weights — polystep_gradient

<dl>

<dt>p</dt>
<dd>vector of parameters</dd>


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


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


<dt>a</dt>
<dd>vector of increasing positive integers indicating the steps</dd>

</dl>

polystep_gradient: Gradient of step function specification for MIDAS weights

Description

Usage

Value

Arguments

Author