midasml (version 0.0.6)

expalmon_w: Exponential Almon polynomial weights

Description

For a given set of parameters \(\theta\) and the number of high-frequency lags, returns weights implied by exponential Almon functional form.

Usage

expalmon_w(param, dayLag)

Arguments

param

two-dimensional parameter vector \(\theta\).

dayLag

number of high-frequency lags.

Value

(normalized) weights vector.

Examples

# NOT RUN {
param <- c(0.02,-0.2)
dayLag <- 22
expalmon_w(param, dayLag)
# }