midasml (version 0.0.6)

rbeta_w: Restricted Beta density polynomial weights

Description

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

Usage

rbeta_w(param, dayLag)

Arguments

param

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

dayLag

number of high-frequency lags.

Value

(normalized) weights vector.

Examples

# NOT RUN {
param <- 3
dayLag <- 22
rbeta_w(param, dayLag)
# }