midasr (version 0.2)

lcauchyp: Normalized log-Cauchy probability density function MIDAS weights specification Calculate MIDAS weights according to normalized log-Cauchy probability density function specification

Description

Normalized log-Cauchy probability density function MIDAS weights specification Calculate MIDAS weights according to normalized log-Cauchy probability density function specification

Usage

lcauchyp(p, d, m)

Arguments

p

parameters for normalized log-Cauchy probability density function

d

number of coefficients

m

the frequency ratio, currently ignored

Value

• vector of coefficients