polystep_gradient {midasr}

Gradient of step function specification for MIDAS weights

Description

Gradient of step function specification for MIDAS weights

Usage

polystep_gradient(p, d, m, a)

Arguments

p

vector of parameters

d

number of coefficients

m

the frequency ratio, currently ignored

a

vector of increasing positive integers indicating the steps

Value

vector of coefficients

Author(s)

Vaidotas Zemlys