midasr (version 0.2)

expand_weights_lags: Create table of weights, lags and starting values

Description

Creates table of weights, lags and starting values

Usage

expand_weights_lags(weights, from = 0, to, m = 1, start)

Arguments

weights

either a vector with names of the weight functions or a named list of weight functions

from

the high frequency lags from which to start the fitting

to

a vector of length two, containing minimum and maximum lags, high frequency if m=1, low frequency otherwise.

m

the frequency ratio

start

a named list with the starting values for weight functions

Value

• a lws_table object, a list with elements weights, lags and starts.

Details

For each weight function creates lags starting from kmin to kmax. This is a convenience function for easier work with the function midas_r_ic_table.

Examples

expand_weights_lags(c("nealmon","nbeta"),0,c(4,8),1,start=list(nealmon=rep(0,3),nbeta=rep(0,4)))
nlmn <- expand_weights_lags("nealmon",0,c(4,8),1,start=list(nealmon=rep(0,3)))
nbt <- expand_weights_lags("nbeta",0,c(4,8),1,start=list(nbeta=rep(0,4)))

nlmn+nbt