nbeta_gradient {midasr} | R Documentation |
Calculate gradient function for normalized beta probability density function specification of MIDAS weights.
nbeta_gradient(p, d, m)
p |
parameters for normalized beta probability density function |
d |
number of coefficients |
m |
the frequency ratio, currently ignored |
vector of coefficients
Virmantas Kvedaras, Vaidotas Zemlys