nealmon_gradient {midasr}

Gradient function for normalized exponential Almon lag weights

Description

Gradient function for normalized exponential Almon lag weights

Usage

nealmon_gradient(p, d, m)

Arguments

p

hyperparameters for Almon lag

d

number of coefficients

m

the frequency ratio, currently ignored

Value

the gradient matrix

Author(s)

Vaidotas Zemlys