almonp_gradient {midasr}

Gradient function for Almon polynomial MIDAS weights

Description

Calculate gradient for Almon polynomial MIDAS weights specification

Usage

almonp_gradient(p, d, m)

Arguments

p

vector of parameters for Almon polynomial specification

d

number of coefficients

m

the frequency ratio, currently ignored

Value

vector of coefficients

Author(s)

Vaidotas Zemlys